+464.5%
HLT vs TRU
+228.8%
+235.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.4% |
| 7D | -1.6% | -2.7% | +1.1% | -0.6% |
| 30D | -5.0% | -2.0% | -3.0% | -4.5% |
| 3M | -10.4% | +18.4% | -28.8% | -17.1% |
| 6M | +3.2% | +8.9% | -5.6% | -1.8% |
| YTD | +6.7% | -8.9% | +15.7% | +7.6% |
| 1Y | +10.3% | -15.9% | +26.1% | +14.0% |
| 3Y | +99.3% | -1.1% | +100.4% | +80.6% |
| 5Y | +143.7% | -35.2% | +178.9% | +165.7% |
| 10Y | +584.7% | +145.3% | +439.5% | +318.5% |
| All | +464.5% | +228.8% | +235.7% | +213.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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