-3.9%
MCD vs HLT
+46.7%
-50.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.5% | +3.0% | +5.4% |
| 7D | +11.9% | +7.7% | +4.2% | +9.5% |
| 30D | +20.2% | +19.1% | +1.1% | +14.6% |
| 3M | +5.2% | +20.7% | -15.5% | -0.2% |
| 6M | 0.0% | +21.0% | -21.0% | -5.3% |
| YTD | -6.5% | +31.3% | -37.8% | -13.8% |
| 1Y | -3.9% | +45.9% | -49.8% | -14.6% |
| All | -3.9% | +46.7% | -50.6% | -14.6% |
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