+51.0%
HPQ vs HLT
+142.1%
-91.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +25.3% |
| 3M | +45.2% | -10.4% | +55.6% | +52.3% |
| 6M | +96.4% | +3.2% | +93.2% | +90.1% |
| YTD | +65.4% | +6.7% | +58.6% | +56.9% |
| 1Y | +31.6% | +10.3% | +21.3% | +22.3% |
| 3Y | +37.0% | +99.3% | -62.3% | -7.0% |
| All | +51.0% | +142.1% | -91.1% | -9.5% |
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