-2.8%
MCD vs HLT
+99.0%
-101.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -2.5% | -2.6% | 0.0% | -2.0% |
| 30D | -7.0% | -2.6% | -4.4% | -6.6% |
| 3M | -9.8% | -9.4% | -0.4% | -8.0% |
| 6M | -21.8% | +2.7% | -24.5% | -22.3% |
| YTD | -15.6% | +6.8% | -22.3% | -16.8% |
| 1Y | -15.2% | +12.4% | -27.5% | -17.3% |
| All | -2.8% | +99.0% | -101.8% | -19.6% |
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 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