+634.9%
HLT vs TRI
+260.5%
+374.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.6% |
| 7D | -1.6% | -7.9% | +6.3% | +0.9% |
| 30D | -5.0% | -4.5% | -0.5% | -4.0% |
| 3M | -10.4% | +22.1% | -32.5% | -18.4% |
| 6M | +3.2% | -2.8% | +6.0% | +1.1% |
| YTD | +6.7% | -23.4% | +30.2% | +14.4% |
| 1Y | +10.3% | -41.5% | +51.8% | +33.7% |
| 3Y | +99.3% | -19.2% | +118.5% | +100.1% |
| 5Y | +143.7% | -9.4% | +153.1% | +126.9% |
| 10Y | +584.7% | +195.6% | +389.2% | +246.4% |
| All | +634.9% | +260.5% | +374.4% | +227.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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