+73.8%
IVV vs HLT
+163.0%
-89.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | +3.3% | +0.8% | +2.5% | +3.0% |
| 30D | -2.7% | +13.1% | -15.7% | -7.5% |
| 3M | -1.7% | +15.6% | -17.3% | -7.6% |
| 6M | +3.2% | +19.0% | -15.8% | -4.6% |
| YTD | +12.0% | +29.9% | -17.9% | -0.7% |
| 1Y | +12.1% | +35.9% | -23.8% | -2.7% |
| 3Y | +78.6% | +132.1% | -53.4% | +21.0% |
| 5Y | +73.8% | +163.4% | -89.6% | +9.1% |
| All | +73.8% | +163.0% | -89.2% | +9.1% |
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 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