+570.7%
HLT vs XYZ
+606.0%
-35.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -2.6% | -5.2% | +2.6% | -1.5% |
| 30D | -2.6% | 0.0% | -2.6% | -2.8% |
| 3M | -9.4% | +18.7% | -28.1% | -13.0% |
| 6M | +2.7% | +20.5% | -17.8% | -2.0% |
| YTD | +6.8% | +21.5% | -14.7% | +0.8% |
| 1Y | +12.4% | +7.2% | +5.1% | +8.2% |
| 3Y | +100.2% | +49.0% | +51.2% | +70.6% |
| 5Y | +143.7% | -68.1% | +211.8% | +164.9% |
| 10Y | +584.9% | +601.6% | -16.7% | +250.5% |
| All | +570.7% | +606.0% | -35.3% | +212.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling