+19.4%
MCD vs HLT
+153.7%
-134.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | -2.9% | -1.5% | -1.4% | -2.6% |
| 30D | -6.7% | -1.2% | -5.5% | -6.5% |
| 3M | -9.6% | -10.3% | +0.8% | -7.5% |
| 6M | -22.3% | +1.3% | -23.6% | -22.7% |
| YTD | -15.4% | +7.0% | -22.5% | -16.9% |
| 1Y | -16.8% | +11.9% | -28.7% | -19.1% |
| 3Y | -2.4% | +100.7% | -103.1% | -17.9% |
| 5Y | +19.4% | +147.5% | -128.2% | -6.7% |
| All | +19.4% | +153.7% | -134.4% | -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 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