+317.1%
IVV vs HLT
+590.2%
-273.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | -0.8% | -1.6% | +0.8% | -0.2% |
| 30D | -1.1% | -5.0% | +4.0% | +0.8% |
| 3M | +3.9% | -10.4% | +14.3% | +8.1% |
| 6M | +13.6% | +3.2% | +10.4% | +11.5% |
| YTD | +12.7% | +6.7% | +6.0% | +9.0% |
| 1Y | +17.6% | +10.3% | +7.3% | +11.9% |
| 3Y | +77.3% | +99.3% | -22.0% | +33.0% |
| 5Y | +84.1% | +143.7% | -59.6% | +25.4% |
| All | +317.1% | +590.2% | -273.1% | +98.9% |
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 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