+636.8%
HLT vs RVTY
+233.5%
+403.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.4% | +1.7% |
| 7D | -1.5% | -5.4% | +4.0% | +0.4% |
| 30D | -1.2% | +6.7% | -8.0% | -3.5% |
| 3M | -10.3% | +19.0% | -29.4% | -16.0% |
| 6M | +1.3% | +34.6% | -33.4% | -9.8% |
| YTD | +7.0% | +28.3% | -21.2% | -3.6% |
| 1Y | +11.9% | +46.0% | -34.2% | -4.4% |
| 3Y | +100.7% | +16.9% | +83.8% | +78.3% |
| 5Y | +147.5% | -32.9% | +180.5% | +166.7% |
| 10Y | +586.5% | +141.6% | +444.9% | +252.2% |
| All | +636.8% | +233.5% | +403.3% | +246.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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