+347.8%
MCHP vs HLT
+641.9%
-294.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.8% |
| 7D | -2.1% | -2.6% | +0.5% | -0.4% |
| 30D | -11.1% | -2.6% | -8.5% | -9.7% |
| 3M | -18.1% | -9.4% | -8.7% | -13.1% |
| 6M | +10.8% | +2.7% | +8.0% | +7.6% |
| YTD | +14.2% | +6.8% | +7.5% | +8.1% |
| 1Y | +13.5% | +12.4% | +1.1% | +3.0% |
| 3Y | -2.0% | +100.2% | -102.2% | -37.6% |
| 5Y | +1.4% | +143.7% | -142.3% | -43.4% |
| 10Y | +195.5% | +584.9% | -389.4% | -4.7% |
| All | +347.8% | +641.9% | -294.1% | +41.8% |
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