+45.9%
HLT vs XYZ
+19.9%
+26.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +15.3% | -11.8% | +1.8% |
| 7D | +7.7% | +16.5% | -8.8% | +5.8% |
| 30D | +19.1% | +15.0% | +4.2% | +17.2% |
| 3M | +20.7% | +3.5% | +17.2% | +19.8% |
| 6M | +21.0% | +21.9% | -0.8% | +18.1% |
| YTD | +31.3% | +34.6% | -3.4% | +27.1% |
| 1Y | +45.9% | +20.7% | +25.1% | +42.2% |
| All | +45.9% | +19.9% | +26.0% | +42.2% |
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