+243.8%
HPQ vs HLT
+590.2%
-346.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | 0.0% | +8.4% | +8.4% |
| 7D | +9.8% | -1.6% | +11.4% | +10.7% |
| 30D | +22.4% | -5.0% | +27.4% | +25.4% |
| 3M | +45.2% | -10.4% | +55.6% | +52.6% |
| 6M | +96.4% | +3.2% | +93.2% | +90.4% |
| YTD | +65.4% | +6.7% | +58.6% | +57.2% |
| 1Y | +31.6% | +10.3% | +21.3% | +22.6% |
| 3Y | +37.0% | +99.3% | -62.3% | -7.2% |
| 5Y | +53.0% | +143.7% | -90.7% | -9.3% |
| All | +243.8% | +590.2% | -346.4% | +22.5% |
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 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