+138.4%
HLT vs WING
-33.2%
+171.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.0% | -6.0% | -1.1% |
| 7D | -1.6% | +7.2% | -8.8% | -2.8% |
| 30D | -5.0% | +4.8% | -9.8% | -6.1% |
| 3M | -10.4% | -23.7% | +13.3% | -6.7% |
| 6M | +3.2% | -43.6% | +46.8% | +12.7% |
| YTD | +6.7% | -50.6% | +57.3% | +18.2% |
| 1Y | +10.3% | -57.0% | +67.3% | +24.8% |
| 3Y | +99.3% | -28.3% | +127.6% | +87.5% |
| All | +138.4% | -33.2% | +171.6% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 5y: compounded portfolio wealth divided by compounded WING 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…
5y analysis · Full analysis span regression · 6 months rolling