+138.4%
HLT vs ROL
-5.1%
+143.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -1.6% | -3.2% | +1.5% | -0.9% |
| 30D | -5.0% | -4.9% | -0.1% | -3.9% |
| 3M | -10.4% | -25.8% | +15.4% | -4.1% |
| 6M | +3.2% | -37.6% | +40.8% | +15.2% |
| YTD | +6.7% | -41.5% | +48.2% | +20.7% |
| 1Y | +10.3% | -39.5% | +49.7% | +23.5% |
| 3Y | +99.3% | +0.1% | +99.2% | +95.1% |
| All | +138.4% | -5.1% | +143.5% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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