+99.9%
HLT vs TPR
+279.7%
-179.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +1.6% |
| 7D | -1.5% | -7.3% | +5.9% | +0.3% |
| 30D | -1.2% | -30.7% | +29.5% | +7.2% |
| 3M | -10.3% | -21.6% | +11.3% | -5.8% |
| 6M | +1.3% | -21.3% | +22.6% | +5.8% |
| YTD | +7.0% | -10.2% | +17.2% | +7.8% |
| 1Y | +11.9% | +9.5% | +2.4% | +6.5% |
| All | +99.9% | +279.7% | -179.9% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling