+223.3%
HON vs HLT
+641.8%
-418.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.5% | -1.6% | -1.9% | -2.8% |
| 30D | -13.8% | -5.0% | -8.7% | -11.9% |
| 3M | -11.7% | -10.4% | -1.3% | -7.8% |
| 6M | -18.7% | +3.2% | -22.0% | -20.3% |
| YTD | +0.2% | +6.7% | -6.5% | -3.2% |
| 1Y | -3.1% | +10.3% | -13.3% | -8.1% |
| 3Y | +17.0% | +99.3% | -82.4% | -15.2% |
| 5Y | +2.0% | +143.7% | -141.7% | -34.8% |
| 10Y | +135.4% | +584.7% | -449.4% | -5.8% |
| All | +223.3% | +641.8% | -418.6% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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