+636.8%
HLT vs SM
-46.2%
+683.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.8% |
| 7D | -1.5% | -0.2% | -1.2% | -1.4% |
| 30D | -1.2% | +20.3% | -21.5% | -3.3% |
| 3M | -10.3% | +22.9% | -33.3% | -12.8% |
| 6M | +1.3% | +47.8% | -46.6% | -4.2% |
| YTD | +7.0% | +107.5% | -100.4% | -2.9% |
| 1Y | +11.9% | +51.7% | -39.9% | +4.7% |
| 3Y | +100.7% | -0.9% | +101.5% | +93.2% |
| 5Y | +147.5% | +112.2% | +35.3% | +113.8% |
| 10Y | +586.5% | +20.3% | +566.2% | +392.2% |
| All | +636.8% | -46.2% | +683.0% | +428.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling