+634.9%
HLT vs SPYG
+577.3%
+57.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.7% |
| 7D | -1.6% | -0.9% | -0.7% | -0.9% |
| 30D | -5.0% | -1.5% | -3.5% | -3.9% |
| 3M | -10.4% | +3.7% | -14.1% | -13.5% |
| 6M | +3.2% | +16.4% | -13.2% | -9.6% |
| YTD | +6.7% | +13.3% | -6.6% | -4.7% |
| 1Y | +10.3% | +17.9% | -7.6% | -5.2% |
| 3Y | +99.3% | +98.3% | +1.0% | +8.4% |
| 5Y | +143.7% | +86.4% | +57.3% | +38.6% |
| 10Y | +584.7% | +421.9% | +162.8% | +42.7% |
| All | +634.9% | +577.3% | +57.7% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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