+396.0%
HPE vs HLT
+142.1%
+254.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | 0.0% | +12.5% | +12.5% |
| 7D | +19.4% | -1.6% | +21.0% | +20.4% |
| 30D | +5.6% | -5.0% | +10.6% | +8.6% |
| 3M | +33.1% | -10.4% | +43.5% | +41.3% |
| 6M | +192.5% | +3.2% | +189.2% | +183.8% |
| YTD | +160.9% | +6.7% | +154.2% | +147.9% |
| 1Y | +155.0% | +10.3% | +144.7% | +136.6% |
| 3Y | +289.4% | +99.3% | +190.1% | +163.5% |
| All | +396.0% | +142.1% | +254.0% | +194.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling