+634.9%
HLT vs POET
+62.2%
+572.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.6% | -0.2% |
| 7D | -1.6% | +0.4% | -2.0% | -1.6% |
| 30D | -5.0% | -10.4% | +5.3% | -4.7% |
| 3M | -10.4% | -29.3% | +18.9% | -9.7% |
| 6M | +3.2% | +6.9% | -3.6% | +0.1% |
| YTD | +6.7% | +25.6% | -18.9% | +2.6% |
| 1Y | +10.3% | +49.2% | -38.9% | +4.4% |
| 3Y | +99.3% | +128.4% | -29.1% | +77.0% |
| 5Y | +143.7% | -4.2% | +147.9% | +120.1% |
| 10Y | +584.7% | +30.3% | +554.4% | +483.9% |
| All | +634.9% | +62.2% | +572.7% | +529.3% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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