+437.6%
IVV vs HLT
+653.9%
-216.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | +0.1% | -3.3% | +3.4% | +1.4% |
| 30D | +0.1% | -4.1% | +4.2% | +1.5% |
| 3M | +2.0% | -7.9% | +9.9% | +4.9% |
| 6M | +13.0% | +2.2% | +10.9% | +11.5% |
| YTD | +13.6% | +8.5% | +5.1% | +9.3% |
| 1Y | +20.1% | +12.1% | +7.9% | +13.7% |
| 3Y | +77.6% | +107.6% | -30.0% | +32.2% |
| 5Y | +82.5% | +156.4% | -73.9% | +23.3% |
| 10Y | +316.5% | +566.3% | -249.8% | +93.0% |
| All | +437.6% | +653.9% | -216.3% | +141.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling