+138.4%
HLT vs TGT
-25.8%
+164.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.6% | -5.2% | +3.6% | -0.3% |
| 30D | -5.0% | +1.2% | -6.2% | -5.4% |
| 3M | -10.4% | +18.4% | -28.8% | -14.5% |
| 6M | +3.2% | +33.4% | -30.2% | -4.7% |
| YTD | +6.7% | +63.8% | -57.1% | -6.9% |
| 1Y | +10.3% | +77.2% | -66.9% | -6.1% |
| 3Y | +99.3% | +41.8% | +57.5% | +71.5% |
| All | +138.4% | -25.8% | +164.3% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 5y: compounded portfolio wealth divided by compounded TGT 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…
5y analysis · Full analysis span regression · 6 months rolling