+607.6%
HLT vs PR
+169.5%
+438.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.8% |
| 7D | -3.3% | +2.9% | -6.2% | -3.6% |
| 30D | -4.1% | +18.0% | -22.1% | -5.8% |
| 3M | -7.9% | +16.9% | -24.8% | -9.6% |
| 6M | +2.2% | +28.2% | -26.1% | -1.0% |
| YTD | +8.5% | +69.3% | -60.8% | +2.0% |
| 1Y | +12.1% | +69.5% | -57.4% | +5.2% |
| 3Y | +107.6% | +81.7% | +25.9% | +91.4% |
| 5Y | +156.4% | +422.2% | -265.9% | +108.2% |
| 10Y | +566.3% | +110.4% | +455.9% | +422.5% |
| All | +607.6% | +169.5% | +438.1% | +467.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling