+575.2%
HLT vs Z
-2.5%
+577.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -0.8% |
| 7D | -1.6% | -6.0% | +4.4% | -0.5% |
| 30D | -5.0% | -2.3% | -2.7% | -4.8% |
| 3M | -10.4% | -0.6% | -9.8% | -10.9% |
| 6M | +3.2% | -27.6% | +30.9% | +8.6% |
| YTD | +6.7% | -52.4% | +59.1% | +20.7% |
| 1Y | +10.3% | -63.6% | +73.9% | +30.7% |
| 3Y | +99.3% | -36.4% | +135.7% | +105.4% |
| 5Y | +143.7% | -64.6% | +208.3% | +162.9% |
| All | +575.2% | -2.5% | +577.7% | +413.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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