+630.8%
HLT vs ROL
+383.5%
+247.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.4% | -1.4% |
| 7D | -2.4% | -3.4% | +1.0% | -1.4% |
| 30D | -4.1% | -6.9% | +2.9% | -2.0% |
| 3M | -10.6% | -24.6% | +14.0% | -3.0% |
| 6M | +2.0% | -39.5% | +41.6% | +18.3% |
| YTD | +6.1% | -41.1% | +47.3% | +23.7% |
| 1Y | +9.8% | -37.9% | +47.8% | +25.6% |
| 3Y | +99.0% | +0.8% | +98.2% | +92.6% |
| 5Y | +151.5% | -4.7% | +156.2% | +142.0% |
| 10Y | +561.1% | +207.9% | +353.2% | +241.4% |
| All | +630.8% | +383.5% | +247.3% | +186.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling