+67.6%
MA vs HLT
+145.1%
-77.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | -3.5% | -2.6% | -0.9% | -2.3% |
| 30D | +0.7% | -2.6% | +3.3% | +1.9% |
| 3M | +15.8% | -9.4% | +25.2% | +20.8% |
| 6M | +10.2% | +2.7% | +7.5% | +7.6% |
| YTD | -0.5% | +6.8% | -7.2% | -4.9% |
| 1Y | -1.8% | +12.4% | -14.2% | -8.8% |
| 3Y | +38.7% | +100.2% | -61.4% | -6.3% |
| 5Y | +67.6% | +143.7% | -76.1% | -2.3% |
| All | +67.6% | +145.1% | -77.4% | -2.3% |
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