+12.1%
HLT vs XYZ
+9.3%
+2.8%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -3.3% | -1.0% | -2.3% | -3.3% |
| 30D | -4.1% | -1.7% | -2.4% | -4.0% |
| 3M | -7.9% | +16.7% | -24.7% | -9.3% |
| 6M | +2.2% | +26.9% | -24.7% | -0.6% |
| YTD | +8.5% | +27.1% | -18.7% | +5.9% |
| 1Y | +12.1% | +9.3% | +2.9% | +8.6% |
| All | +12.1% | +9.3% | +2.8% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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