+635.0%
HLT vs PSX
+471.3%
+163.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | +0.1% |
| 7D | -2.6% | +1.5% | -4.1% | -3.1% |
| 30D | -2.6% | +15.8% | -18.5% | -7.7% |
| 3M | -9.4% | +43.0% | -52.4% | -20.8% |
| 6M | +2.7% | +61.1% | -58.4% | -15.0% |
| YTD | +6.8% | +104.5% | -97.8% | -19.7% |
| 1Y | +12.4% | +102.5% | -90.2% | -15.6% |
| 3Y | +100.2% | +133.5% | -33.3% | +37.8% |
| 5Y | +143.7% | +367.0% | -223.2% | +20.7% |
| 10Y | +584.9% | +382.3% | +202.5% | +203.2% |
| All | +635.0% | +471.3% | +163.7% | +210.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling