+575.2%
HLT vs SPG
+64.5%
+510.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.6% | -1.2% | -0.5% | -1.2% |
| 30D | -5.0% | -6.1% | +1.1% | -2.6% |
| 3M | -10.4% | -3.6% | -6.7% | -9.2% |
| 6M | +3.2% | +10.4% | -7.2% | -1.1% |
| YTD | +6.7% | +14.4% | -7.6% | +0.6% |
| 1Y | +10.3% | +16.5% | -6.3% | +3.0% |
| 3Y | +99.3% | +106.8% | -7.5% | +45.8% |
| 5Y | +143.7% | +108.9% | +34.8% | +75.9% |
| All | +575.2% | +64.5% | +510.8% | +342.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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