+575.2%
HLT vs TRGP
+863.3%
-288.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -5.0% | +8.0% | -13.1% | -7.0% |
| 3M | -10.4% | +8.3% | -18.6% | -12.6% |
| 6M | +3.2% | +23.9% | -20.7% | -3.2% |
| YTD | +6.7% | +59.6% | -52.9% | -6.5% |
| 1Y | +10.3% | +79.4% | -69.2% | -6.7% |
| 3Y | +99.3% | +269.4% | -170.1% | +37.5% |
| 5Y | +143.7% | +641.6% | -498.0% | +39.5% |
| All | +575.2% | +863.3% | -288.0% | +203.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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