+147.3%
HLT vs PL
+84.9%
+62.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -0.9% |
| 7D | -3.3% | -9.3% | +6.0% | -2.6% |
| 30D | -4.1% | -18.9% | +14.8% | -2.5% |
| 3M | -7.9% | -58.4% | +50.4% | -1.9% |
| 6M | +2.2% | -30.3% | +32.5% | +2.5% |
| YTD | +8.5% | -8.1% | +16.6% | +5.1% |
| 1Y | +12.1% | +180.5% | -168.4% | -5.8% |
| 3Y | +107.6% | +444.1% | -336.5% | +49.8% |
| 5Y | +156.4% | +83.0% | +73.3% | +93.8% |
| All | +147.3% | +84.9% | +62.4% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling