+634.9%
HLT vs SU
+217.9%
+417.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.6% | +2.2% | -3.8% | -2.2% |
| 30D | -5.0% | +8.4% | -13.5% | -7.3% |
| 3M | -10.4% | +12.1% | -22.5% | -13.7% |
| 6M | +3.2% | +19.7% | -16.4% | -3.3% |
| YTD | +6.7% | +58.4% | -51.7% | -8.2% |
| 1Y | +10.3% | +67.2% | -57.0% | -6.8% |
| 3Y | +99.3% | +125.0% | -25.7% | +50.7% |
| 5Y | +143.7% | +355.1% | -211.4% | +41.5% |
| 10Y | +584.7% | +263.7% | +321.1% | +285.0% |
| All | +634.9% | +217.9% | +417.0% | +301.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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