+116.3%
IBM vs HLT
+145.1%
-28.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.2% | -2.4% |
| 7D | -0.3% | -2.6% | +2.3% | +0.3% |
| 30D | -1.8% | -2.6% | +0.8% | -1.3% |
| 3M | -13.5% | -9.4% | -4.0% | -11.7% |
| 6M | -5.1% | +2.7% | -7.8% | -6.6% |
| YTD | -19.4% | +6.8% | -26.1% | -21.4% |
| 1Y | -6.5% | +12.4% | -18.9% | -10.3% |
| 3Y | +73.8% | +100.2% | -26.4% | +45.9% |
| 5Y | +116.3% | +143.7% | -27.4% | +68.9% |
| All | +116.3% | +145.1% | -28.8% | +68.9% |
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