+575.2%
HLT vs TPR
+327.7%
+247.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.7% |
| 7D | -1.6% | -3.0% | +1.4% | -0.7% |
| 30D | -5.0% | -22.6% | +17.6% | +2.4% |
| 3M | -10.4% | -18.2% | +7.8% | -5.5% |
| 6M | +3.2% | -18.0% | +21.2% | +8.2% |
| YTD | +6.7% | -6.4% | +13.1% | +6.7% |
| 1Y | +10.3% | +12.3% | -2.0% | +3.1% |
| 3Y | +99.3% | +298.7% | -199.3% | +17.0% |
| 5Y | +143.7% | +232.5% | -88.8% | +46.9% |
| All | +575.2% | +327.7% | +247.5% | +221.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling