+646.9%
HLT vs RF
+395.7%
+251.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -3.3% | +1.3% | -4.6% | -3.9% |
| 30D | -4.1% | -3.6% | -0.5% | -2.6% |
| 3M | -7.9% | +8.1% | -16.0% | -11.3% |
| 6M | +2.2% | +11.5% | -9.3% | -3.1% |
| YTD | +8.5% | +15.6% | -7.1% | +1.0% |
| 1Y | +12.1% | +15.7% | -3.5% | +4.1% |
| 3Y | +107.6% | +86.9% | +20.7% | +52.2% |
| 5Y | +156.4% | +89.8% | +66.5% | +82.6% |
| 10Y | +566.3% | +344.7% | +221.6% | +203.0% |
| All | +646.9% | +395.7% | +251.2% | +244.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling