+12.4%
HLT vs RF
+15.5%
-3.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -2.6% | -1.6% | -1.0% | -2.0% |
| 30D | -2.6% | -4.3% | +1.6% | -1.2% |
| 3M | -9.4% | +5.9% | -15.3% | -12.0% |
| 6M | +2.7% | +14.1% | -11.4% | -3.6% |
| YTD | +6.8% | +13.8% | -7.0% | 0.0% |
| 1Y | +12.4% | +15.2% | -2.9% | -2.3% |
| All | +12.4% | +15.5% | -3.1% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling