+116.4%
HPE vs HLT
+46.7%
+69.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.5% | -9.2% | -6.0% |
| 7D | -17.0% | +7.7% | -24.7% | -17.8% |
| 30D | -26.7% | +19.1% | -45.8% | -29.0% |
| 3M | -4.1% | +20.7% | -24.9% | -7.7% |
| 6M | +75.4% | +21.0% | +54.4% | +67.3% |
| YTD | +111.0% | +31.3% | +79.8% | +94.6% |
| 1Y | +116.4% | +45.9% | +70.6% | +87.9% |
| All | +116.4% | +46.7% | +69.8% | +87.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling