+563.1%
HPE vs HLT
+590.2%
-27.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | 0.0% | +12.5% | +12.4% |
| 7D | +19.4% | -1.6% | +21.0% | +20.4% |
| 30D | +5.6% | -5.0% | +10.6% | +8.4% |
| 3M | +33.1% | -10.4% | +43.5% | +40.9% |
| 6M | +192.5% | +3.2% | +189.2% | +184.8% |
| YTD | +160.9% | +6.7% | +154.2% | +149.1% |
| 1Y | +155.0% | +10.3% | +144.7% | +138.3% |
| 3Y | +289.4% | +99.3% | +190.1% | +166.9% |
| 5Y | +395.7% | +143.7% | +252.0% | +197.0% |
| All | +563.1% | +590.2% | -27.1% | +149.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling