+575.2%
HLT vs ROP
+135.6%
+439.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.6% | -4.6% | +3.0% | +0.6% |
| 30D | -5.0% | -1.7% | -3.3% | -4.4% |
| 3M | -10.4% | +17.1% | -27.5% | -17.8% |
| 6M | +3.2% | +10.9% | -7.6% | -3.2% |
| YTD | +6.7% | -12.1% | +18.8% | +11.9% |
| 1Y | +10.3% | -24.2% | +34.5% | +24.8% |
| 3Y | +99.3% | -20.4% | +119.7% | +118.6% |
| 5Y | +143.7% | -15.4% | +159.1% | +156.0% |
| All | +575.2% | +135.6% | +439.6% | +333.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling