+143.7%
HLT vs TPR
+222.6%
-78.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.8% |
| 7D | -2.6% | -5.1% | +2.6% | -1.0% |
| 30D | -2.6% | -27.6% | +24.9% | +6.8% |
| 3M | -9.4% | -17.5% | +8.1% | -5.0% |
| 6M | +2.7% | -21.3% | +24.1% | +8.9% |
| YTD | +6.8% | -8.5% | +15.2% | +7.2% |
| 1Y | +12.4% | +11.5% | +0.9% | +4.9% |
| 3Y | +100.2% | +288.0% | -187.9% | +14.2% |
| 5Y | +143.7% | +225.2% | -81.4% | +44.9% |
| All | +143.7% | +222.6% | -78.9% | +44.9% |
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