+179.1%
MS vs HLT
+105.8%
+73.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.6% |
| 7D | +2.5% | -2.4% | +4.9% | +3.9% |
| 30D | 0.0% | -4.1% | +4.0% | +2.2% |
| 3M | +2.4% | -10.6% | +13.0% | +9.1% |
| 6M | +36.4% | +2.0% | +34.3% | +33.2% |
| YTD | +23.8% | +6.1% | +17.7% | +17.7% |
| 1Y | +48.6% | +9.8% | +38.8% | +37.4% |
| 3Y | +179.1% | +99.0% | +80.1% | +77.9% |
| All | +179.1% | +105.8% | +73.3% | +77.9% |
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