+18.1%
MCHP vs HLT
+13.1%
+5.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.5% | +1.8% |
| 7D | +1.7% | -3.3% | +5.0% | +2.8% |
| 30D | -4.1% | -4.1% | 0.0% | -2.9% |
| 3M | -22.5% | -7.9% | -14.6% | -20.3% |
| 6M | +7.3% | +2.2% | +5.1% | +5.1% |
| YTD | +18.4% | +8.5% | +9.9% | +14.8% |
| 1Y | +18.1% | +12.1% | +6.0% | +12.2% |
| All | +18.1% | +13.1% | +5.1% | +12.2% |
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