+138.4%
HLT vs SNY
+9.4%
+129.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.6% | -3.3% | +1.7% | -1.0% |
| 30D | -5.0% | -2.2% | -2.9% | -4.7% |
| 3M | -10.4% | -3.0% | -7.4% | -10.0% |
| 6M | +3.2% | +2.7% | +0.5% | +2.7% |
| YTD | +6.7% | -6.8% | +13.6% | +7.8% |
| 1Y | +10.3% | -5.3% | +15.5% | +11.0% |
| 3Y | +99.3% | -9.8% | +109.1% | +100.1% |
| All | +138.4% | +9.4% | +129.0% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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