+82.3%
IVV vs HLT
+153.7%
-71.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | -0.4% | -1.5% | +1.1% | +0.2% |
| 30D | -1.4% | -1.2% | -0.1% | -1.0% |
| 3M | +3.7% | -10.3% | +14.0% | +8.1% |
| 6M | +13.0% | +1.3% | +11.8% | +11.6% |
| YTD | +12.4% | +7.0% | +5.4% | +8.2% |
| 1Y | +18.6% | +11.9% | +6.7% | +11.6% |
| 3Y | +78.1% | +100.7% | -22.6% | +29.4% |
| 5Y | +82.3% | +147.5% | -65.3% | +19.7% |
| All | +82.3% | +153.7% | -71.5% | +19.7% |
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