+138.4%
HLT vs SM
+108.4%
+30.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.0% |
| 3M | -10.4% | +22.5% | -32.9% | -13.1% |
| 6M | +3.2% | +50.6% | -47.3% | -4.0% |
| YTD | +6.7% | +108.1% | -101.4% | -6.3% |
| 1Y | +10.3% | +46.0% | -35.7% | +2.3% |
| 3Y | +99.3% | +2.9% | +96.5% | +88.7% |
| All | +138.4% | +108.4% | +30.0% | +93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling