+427.8%
IVV vs HLT
+803.9%
-376.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +2.6% | +0.7% | +1.9% | +2.3% |
| 30D | -2.0% | +13.7% | -15.7% | -6.7% |
| 3M | -2.8% | +16.3% | -19.1% | -8.3% |
| 6M | +2.2% | +19.9% | -17.8% | -5.1% |
| YTD | +11.5% | +30.1% | -18.5% | +0.1% |
| 1Y | +13.5% | +38.5% | -25.0% | -0.7% |
| 3Y | +78.1% | +131.0% | -53.0% | +27.3% |
| 5Y | +73.1% | +163.7% | -90.6% | +15.6% |
| 10Y | +310.4% | +697.4% | -387.0% | +77.5% |
| All | +427.8% | +803.9% | -376.1% | +120.8% |
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