+38.6%
MA vs HLT
+99.5%
-60.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -3.5% | -1.5% | -2.1% | -3.0% |
| 30D | +0.8% | -1.2% | +2.0% | +1.2% |
| 3M | +14.8% | -10.3% | +25.1% | +19.3% |
| 6M | +10.0% | +1.3% | +8.7% | +8.3% |
| YTD | -0.1% | +7.0% | -7.1% | -4.1% |
| 1Y | -2.2% | +11.9% | -14.1% | -8.1% |
| All | +38.6% | +99.5% | -60.9% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling