+151.5%
HLT vs PR
+409.5%
-258.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.4% |
| 7D | -2.4% | -0.6% | -1.8% | -2.3% |
| 30D | -4.1% | +17.4% | -21.5% | -6.6% |
| 3M | -10.6% | +21.8% | -32.3% | -13.7% |
| 6M | +2.0% | +27.6% | -25.6% | -2.9% |
| YTD | +6.1% | +71.4% | -65.3% | -4.5% |
| 1Y | +9.8% | +78.3% | -68.5% | -2.2% |
| 3Y | +99.0% | +85.5% | +13.5% | +72.3% |
| 5Y | +151.5% | +422.7% | -271.2% | +69.7% |
| All | +151.5% | +409.5% | -258.0% | +69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling