+12.4%
HLT vs PR
+78.8%
-66.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.2% |
| 7D | -2.6% | -0.2% | -2.4% | -2.6% |
| 30D | -2.6% | +10.4% | -13.1% | -1.6% |
| 3M | -9.4% | +21.1% | -30.6% | -7.4% |
| 6M | +2.7% | +28.8% | -26.0% | +3.2% |
| YTD | +6.8% | +71.8% | -65.0% | +3.6% |
| 1Y | +12.4% | +73.3% | -60.9% | +7.1% |
| All | +12.4% | +78.8% | -66.5% | +7.1% |
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