+40.0%
HLT vs TDY
+16.1%
+24.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.4% | +4.5% | -0.5% |
| 7D | +3.6% | -12.7% | +16.2% | +6.5% |
| 30D | +14.6% | -4.9% | +19.5% | +15.4% |
| 3M | +13.9% | -13.5% | +27.4% | +17.2% |
| 6M | +18.3% | -6.4% | +24.6% | +19.0% |
| YTD | +28.9% | +15.9% | +13.0% | +19.3% |
| 1Y | +40.0% | +15.4% | +24.6% | +29.8% |
| All | +40.0% | +16.1% | +24.0% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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