+129.2%
HPE vs HLT
+13.1%
+116.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.1% |
| 7D | -0.6% | -3.3% | +2.7% | +0.6% |
| 30D | -2.3% | -4.1% | +1.8% | -1.0% |
| 3M | -2.9% | -7.9% | +5.1% | -0.2% |
| 6M | +143.6% | +2.2% | +141.4% | +138.0% |
| YTD | +118.5% | +8.5% | +110.0% | +109.7% |
| 1Y | +129.2% | +12.1% | +117.1% | +108.4% |
| All | +129.2% | +13.1% | +116.1% | +108.4% |
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