+0.7%
MCHP vs HLT
+99.0%
-98.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | 0.0% | -1.6% | +1.6% | +1.4% |
| 30D | -6.0% | -5.0% | -1.0% | -2.1% |
| 3M | -19.7% | -10.4% | -9.3% | -12.5% |
| 6M | +14.0% | +3.2% | +10.8% | +8.0% |
| YTD | +18.4% | +6.7% | +11.7% | +8.2% |
| 1Y | +17.1% | +10.3% | +6.8% | +2.4% |
| 3Y | +0.7% | +99.3% | -98.6% | -48.9% |
| All | +0.7% | +99.0% | -98.3% | -48.9% |
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