+143.8%
IBM vs HLT
+590.2%
-446.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +3.6% | -1.6% | +5.2% | +4.1% |
| 30D | +3.1% | -5.0% | +8.1% | +4.7% |
| 3M | -10.8% | -10.4% | -0.5% | -8.2% |
| 6M | -0.8% | +3.2% | -4.1% | -2.7% |
| YTD | -16.2% | +6.7% | -22.9% | -18.7% |
| 1Y | -2.9% | +10.3% | -13.1% | -6.9% |
| 3Y | +79.8% | +99.3% | -19.5% | +41.8% |
| 5Y | +124.9% | +143.7% | -18.8% | +60.7% |
| All | +143.8% | +590.2% | -446.4% | +33.1% |
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