+4.7%
MDT vs HLT
+13.1%
-8.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.2% | +1.3% |
| 7D | +3.2% | -3.3% | +6.5% | +3.9% |
| 30D | +9.5% | -4.1% | +13.6% | +10.4% |
| 3M | +16.0% | -7.9% | +23.9% | +18.0% |
| 6M | +0.2% | +2.2% | -1.9% | -0.4% |
| YTD | -0.3% | +8.5% | -8.8% | -2.6% |
| 1Y | +4.7% | +12.1% | -7.4% | +1.2% |
| All | +4.7% | +13.1% | -8.4% | +1.2% |
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