+21.3%
HPQ vs HLT
+46.7%
-25.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.5% | +2.4% | +5.6% |
| 7D | -7.8% | +7.7% | -15.5% | -8.2% |
| 30D | -4.9% | +19.1% | -24.0% | -5.9% |
| 3M | +4.9% | +20.7% | -15.8% | +3.6% |
| 6M | +47.1% | +21.0% | +26.0% | +43.1% |
| YTD | +39.5% | +31.3% | +8.3% | +29.2% |
| 1Y | +21.3% | +45.9% | -24.6% | +4.4% |
| All | +21.3% | +46.7% | -25.4% | +4.4% |
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