+666.4%
HPE vs HLT
+551.8%
+114.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.2% | -6.0% | -6.1% |
| 7D | +1.4% | -2.6% | +4.0% | +2.8% |
| 30D | +1.5% | -2.6% | +4.2% | +2.9% |
| 3M | +21.7% | -9.4% | +31.2% | +28.2% |
| 6M | +164.2% | +2.7% | +161.4% | +157.9% |
| YTD | +132.1% | +6.8% | +125.3% | +121.5% |
| 1Y | +130.6% | +12.4% | +118.3% | +113.2% |
| 3Y | +244.1% | +100.2% | +144.0% | +134.4% |
| 5Y | +340.8% | +143.7% | +197.1% | +162.5% |
| 10Y | +500.2% | +584.9% | -84.7% | +96.2% |
| All | +666.4% | +551.8% | +114.6% | +151.5% |
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 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