+12.1%
HLT vs PR
+76.5%
-64.4%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -1.2% |
| 7D | -3.3% | +2.9% | -6.2% | -3.0% |
| 30D | -4.1% | +18.0% | -22.1% | -2.4% |
| 3M | -7.9% | +16.9% | -24.8% | -6.3% |
| 6M | +2.2% | +28.2% | -26.1% | +2.3% |
| YTD | +8.5% | +69.3% | -60.8% | +4.9% |
| 1Y | +12.1% | +69.5% | -57.4% | +6.1% |
| All | +12.1% | +76.5% | -64.4% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling