+45.9%
HLT vs W
+21.5%
+24.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +11.0% | -7.5% | +2.1% |
| 7D | +7.7% | +8.4% | -0.7% | +6.5% |
| 30D | +19.1% | +16.5% | +2.6% | +16.8% |
| 3M | +20.7% | +6.4% | +14.3% | +19.3% |
| 6M | +21.0% | +90.5% | -69.5% | +8.0% |
| YTD | +31.3% | +23.1% | +8.2% | +25.4% |
| 1Y | +45.9% | +24.3% | +21.6% | +38.4% |
| All | +45.9% | +21.5% | +24.4% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling