+524.8%
HLT vs SPMO
+566.1%
-41.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.4% |
| 7D | -1.6% | -0.9% | -0.7% | -1.0% |
| 30D | -5.0% | -1.9% | -3.1% | -4.0% |
| 3M | -10.4% | -1.4% | -9.0% | -10.9% |
| 6M | +3.2% | +25.5% | -22.2% | -13.8% |
| YTD | +6.7% | +24.8% | -18.1% | -10.7% |
| 1Y | +10.3% | +24.5% | -14.2% | -7.9% |
| 3Y | +99.3% | +157.1% | -57.8% | -1.3% |
| 5Y | +143.7% | +149.5% | -5.8% | +23.3% |
| 10Y | +584.7% | +518.1% | +66.7% | +128.6% |
| All | +524.8% | +566.1% | -41.3% | +106.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling