+164.7%
HLT vs TPR
+230.3%
-65.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +0.7% | -0.3% | +1.0% | +0.8% |
| 30D | +13.7% | +15.1% | -1.4% | +8.7% |
| 3M | +16.3% | +3.5% | +12.8% | +14.7% |
| 6M | +19.9% | +0.4% | +19.5% | +17.7% |
| YTD | +30.1% | +4.6% | +25.5% | +24.9% |
| 1Y | +38.5% | +33.1% | +5.4% | +22.5% |
| 3Y | +131.0% | +396.0% | -264.9% | +19.1% |
| All | +164.7% | +230.3% | -65.6% | +64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling