+158.1%
HLT vs S
-57.7%
+215.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | -1.5% | -1.2% | -0.2% | -1.3% |
| 30D | -1.2% | -12.6% | +11.3% | +0.3% |
| 3M | -10.3% | +27.6% | -37.9% | -14.0% |
| 6M | +1.3% | +35.5% | -34.2% | -4.3% |
| YTD | +7.0% | +29.6% | -22.6% | +1.5% |
| 1Y | +11.9% | +8.1% | +3.7% | +8.6% |
| 3Y | +100.7% | +14.8% | +85.9% | +87.7% |
| 5Y | +147.5% | -70.6% | +218.1% | +148.1% |
| All | +158.1% | -57.7% | +215.8% | +159.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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