+636.8%
HLT vs SPG
+164.7%
+472.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +1.8% |
| 7D | -1.5% | -1.7% | +0.2% | -0.8% |
| 30D | -1.2% | -6.3% | +5.0% | +1.4% |
| 3M | -10.3% | -2.4% | -7.9% | -9.6% |
| 6M | +1.3% | +9.6% | -8.4% | -2.8% |
| YTD | +7.0% | +14.2% | -7.2% | +0.9% |
| 1Y | +11.9% | +19.3% | -7.4% | +3.4% |
| 3Y | +100.7% | +106.7% | -6.1% | +46.1% |
| 5Y | +147.5% | +104.2% | +43.3% | +79.3% |
| 10Y | +586.5% | +63.7% | +522.8% | +383.0% |
| All | +636.8% | +164.7% | +472.2% | +305.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling