+199.5%
MCHP vs HLT
+590.2%
-390.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | 0.0% | -1.6% | +1.6% | +1.2% |
| 30D | -6.0% | -5.0% | -1.0% | -2.7% |
| 3M | -19.7% | -10.4% | -9.3% | -13.8% |
| 6M | +14.0% | +3.2% | +10.8% | +10.1% |
| YTD | +18.4% | +6.7% | +11.7% | +11.5% |
| 1Y | +17.1% | +10.3% | +6.8% | +6.8% |
| 3Y | +0.7% | +99.3% | -98.6% | -38.3% |
| 5Y | +5.1% | +143.7% | -138.6% | -44.5% |
| All | +199.5% | +590.2% | -390.8% | -12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling