+15.2%
HLT vs Q
+79.8%
-64.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.2% |
| 7D | -1.6% | +4.9% | -6.5% | -1.9% |
| 30D | -5.0% | -11.0% | +6.0% | -4.2% |
| 3M | -10.4% | -15.2% | +4.8% | -9.7% |
| 6M | +3.2% | +8.8% | -5.6% | -0.5% |
| YTD | +6.7% | +55.1% | -48.3% | +0.1% |
| All | +15.2% | +79.8% | -64.5% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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