+634.9%
HLT vs PNR
+48.8%
+586.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | +0.1% |
| 7D | -1.6% | -6.0% | +4.4% | +1.3% |
| 30D | -5.0% | -14.0% | +8.9% | +1.9% |
| 3M | -10.4% | -21.7% | +11.3% | -0.9% |
| 6M | +3.2% | -37.3% | +40.5% | +27.0% |
| YTD | +6.7% | -45.1% | +51.9% | +39.5% |
| 1Y | +10.3% | -49.1% | +59.4% | +49.5% |
| 3Y | +99.3% | -14.8% | +114.2% | +104.7% |
| 5Y | +143.7% | -21.0% | +164.7% | +153.2% |
| 10Y | +584.7% | +64.7% | +520.0% | +366.4% |
| All | +634.9% | +48.8% | +586.1% | +410.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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