+635.0%
HLT vs TECH
+269.0%
+366.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -2.6% | -0.5% | -2.1% | -2.4% |
| 30D | -2.6% | 0.0% | -2.6% | -2.6% |
| 3M | -9.4% | +37.4% | -46.9% | -17.8% |
| 6M | +2.7% | +36.9% | -34.1% | -8.1% |
| YTD | +6.8% | +23.1% | -16.3% | -2.0% |
| 1Y | +12.4% | +42.2% | -29.9% | -2.3% |
| 3Y | +100.2% | +1.9% | +98.2% | +84.7% |
| 5Y | +143.7% | -42.9% | +186.7% | +168.8% |
| 10Y | +584.9% | +188.2% | +396.6% | +290.1% |
| All | +635.0% | +269.0% | +366.0% | +297.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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