+278.2%
MCD vs HLT
+653.9%
-375.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.2% |
| 7D | -2.8% | -3.3% | +0.5% | -1.9% |
| 30D | -6.0% | -4.1% | -1.9% | -5.0% |
| 3M | -5.6% | -7.9% | +2.4% | -3.5% |
| 6M | -21.9% | +2.2% | -24.0% | -22.6% |
| YTD | -14.7% | +8.5% | -23.2% | -16.9% |
| 1Y | -17.3% | +12.1% | -29.4% | -20.3% |
| 3Y | -2.2% | +107.6% | -109.8% | -21.7% |
| 5Y | +20.3% | +156.4% | -136.1% | -11.6% |
| 10Y | +180.7% | +566.3% | -385.6% | +55.1% |
| All | +278.2% | +653.9% | -375.7% | +109.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling