+37.4%
HLT vs PR
+72.7%
-35.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.5% | -0.3% |
| 7D | +0.1% | -0.5% | +0.6% | 0.0% |
| 30D | +15.1% | -4.6% | +19.7% | +14.3% |
| 3M | +19.8% | +4.7% | +15.1% | +20.9% |
| 6M | +19.6% | +12.4% | +7.1% | +22.2% |
| YTD | +31.4% | +62.9% | -31.5% | +24.9% |
| All | +37.4% | +72.7% | -35.3% | +30.4% |
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