+497.1%
HLT vs Z
+16.2%
+480.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -1.5% | -7.1% | +5.6% | -0.1% |
| 30D | -1.2% | -4.8% | +3.5% | -0.6% |
| 3M | -10.3% | -9.3% | -1.0% | -9.3% |
| 6M | +1.3% | -29.0% | +30.2% | +6.9% |
| YTD | +7.0% | -52.9% | +59.9% | +21.2% |
| 1Y | +11.9% | -63.1% | +75.0% | +32.2% |
| 3Y | +100.7% | -36.9% | +137.5% | +107.0% |
| 5Y | +147.5% | -65.5% | +213.0% | +168.5% |
| 10Y | +586.5% | -3.9% | +590.4% | +423.8% |
| All | +497.1% | +16.2% | +480.9% | +330.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling