+575.2%
HLT vs XYZ
+610.4%
-35.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -1.6% | -4.3% | +2.7% | -0.7% |
| 30D | -5.0% | +1.2% | -6.2% | -5.4% |
| 3M | -10.4% | +14.6% | -25.0% | -13.3% |
| 6M | +3.2% | +22.6% | -19.3% | -1.9% |
| YTD | +6.7% | +21.7% | -15.0% | +0.7% |
| 1Y | +10.3% | +6.7% | +3.6% | +6.3% |
| 3Y | +99.3% | +46.8% | +52.5% | +70.2% |
| 5Y | +143.7% | -68.0% | +211.7% | +165.0% |
| All | +575.2% | +610.4% | -35.2% | +267.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling