+682.1%
HLT vs RACE
+649.8%
+32.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.4% |
| 7D | +0.7% | -1.2% | +1.9% | +1.2% |
| 30D | +13.7% | +6.1% | +7.6% | +11.2% |
| 3M | +16.3% | -0.3% | +16.6% | +16.2% |
| 6M | +19.9% | +23.4% | -3.5% | +9.5% |
| YTD | +30.1% | +12.5% | +17.5% | +22.5% |
| 1Y | +38.5% | -0.5% | +39.0% | +36.7% |
| 3Y | +131.0% | +23.6% | +107.4% | +99.5% |
| 5Y | +163.7% | +65.4% | +98.2% | +96.7% |
| 10Y | +697.4% | +715.5% | -18.1% | +226.5% |
| All | +682.1% | +649.8% | +32.4% | +206.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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