+138.4%
HLT vs PSX
+362.1%
-223.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -1.6% | +1.7% | -3.3% | -2.0% |
| 30D | -5.0% | +15.6% | -20.7% | -8.2% |
| 3M | -10.4% | +46.5% | -56.9% | -18.3% |
| 6M | +3.2% | +55.0% | -51.8% | -7.8% |
| YTD | +6.7% | +105.3% | -98.5% | -12.4% |
| 1Y | +10.3% | +101.6% | -91.3% | -9.3% |
| 3Y | +99.3% | +134.1% | -34.8% | +52.7% |
| All | +138.4% | +362.1% | -223.7% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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