+646.9%
HLT vs TPR
+218.6%
+428.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.3% | -2.3% | -1.0% | -2.6% |
| 30D | -4.1% | -23.0% | +18.9% | +3.4% |
| 3M | -7.9% | -12.5% | +4.5% | -5.0% |
| 6M | +2.2% | -21.4% | +23.6% | +8.6% |
| YTD | +8.5% | -3.5% | +12.0% | +7.5% |
| 1Y | +12.1% | +17.4% | -5.2% | +3.5% |
| 3Y | +107.6% | +291.3% | -183.6% | +23.5% |
| 5Y | +156.4% | +241.9% | -85.6% | +54.1% |
| 10Y | +566.3% | +322.7% | +243.6% | +220.5% |
| All | +646.9% | +218.6% | +428.3% | +235.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling