+22.5%
MA vs HLT
+46.7%
-24.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.5% | +0.4% | +3.0% |
| 7D | +10.2% | +7.7% | +2.5% | +8.1% |
| 30D | +19.3% | +19.1% | +0.2% | +14.3% |
| 3M | +18.0% | +20.7% | -2.7% | +12.6% |
| 6M | +33.7% | +21.0% | +12.7% | +27.1% |
| YTD | +18.6% | +31.3% | -12.7% | +8.3% |
| 1Y | +22.5% | +45.9% | -23.4% | +6.7% |
| All | +22.5% | +46.7% | -24.2% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling