+577.0%
HLT vs PR
+86.4%
+490.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.8% |
| 7D | -1.5% | -0.8% | -0.6% | -1.4% |
| 30D | -1.2% | +11.3% | -12.5% | -2.4% |
| 3M | -10.3% | +24.1% | -34.4% | -12.5% |
| 6M | +1.3% | +25.4% | -24.1% | -1.7% |
| YTD | +7.0% | +71.2% | -64.2% | +0.4% |
| 1Y | +11.9% | +78.6% | -66.8% | +4.3% |
| 3Y | +100.7% | +85.2% | +15.4% | +84.4% |
| 5Y | +147.5% | +419.0% | -271.5% | +100.4% |
| All | +577.0% | +86.4% | +490.6% | +420.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling