+213.3%
HLT vs SITM
+4,789.7%
-4,576.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.4% |
| 6M | +3.2% | +81.1% | -77.9% | -7.9% |
| YTD | +6.7% | +80.0% | -73.2% | -5.4% |
| 1Y | +10.3% | +145.8% | -135.6% | -7.8% |
| 3Y | +99.3% | +475.9% | -376.5% | +36.3% |
| 5Y | +143.7% | +189.2% | -45.5% | +70.6% |
| All | +213.3% | +4,789.7% | -4,576.4% | +37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling