+45.9%
HLT vs SPMO
+11.0%
+34.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.6% |
| 7D | +7.7% | -8.9% | +16.6% | +9.0% |
| 30D | +19.1% | -13.8% | +32.9% | +21.6% |
| 3M | +20.7% | -12.5% | +33.2% | +22.9% |
| 6M | +21.0% | -1.5% | +22.5% | +15.7% |
| YTD | +31.3% | +11.3% | +19.9% | +17.5% |
| 1Y | +45.9% | +11.5% | +34.4% | +30.6% |
| All | +45.9% | +11.0% | +34.9% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 1y: compounded portfolio wealth divided by compounded SPMO 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…
1y analysis · Full analysis span regression · 6 months rolling