+575.2%
HLT vs SM
+23.0%
+552.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -1.6% | +4.6% | -6.2% | -2.1% |
| 30D | -5.0% | +18.2% | -23.2% | -6.8% |
| 3M | -10.4% | +22.5% | -32.9% | -12.8% |
| 6M | +3.2% | +50.6% | -47.3% | -2.5% |
| YTD | +6.7% | +108.1% | -101.4% | -3.2% |
| 1Y | +10.3% | +46.0% | -35.7% | +3.7% |
| 3Y | +99.3% | +2.9% | +96.5% | +91.1% |
| 5Y | +143.7% | +112.6% | +31.1% | +110.8% |
| All | +575.2% | +23.0% | +552.2% | +366.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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