+138.4%
HLT vs SITM
+187.3%
-48.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.6% | -0.7% |
| 7D | -1.6% | +3.9% | -5.5% | -2.1% |
| 30D | -5.0% | -6.6% | +1.6% | -4.5% |
| 3M | -10.4% | -11.9% | +1.5% | -10.3% |
| 6M | +3.2% | +81.1% | -77.9% | -7.7% |
| YTD | +6.7% | +80.0% | -73.2% | -5.3% |
| 1Y | +10.3% | +145.8% | -135.6% | -7.8% |
| 3Y | +99.3% | +475.9% | -376.5% | +34.6% |
| All | +138.4% | +187.3% | -48.9% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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