+1,381.0%
NET vs HLT
+301.9%
+1,079.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -4.3% |
| 7D | -16.4% | +7.7% | -24.1% | -19.5% |
| 30D | -25.8% | +19.1% | -45.0% | -32.4% |
| 3M | -11.5% | +20.7% | -32.2% | -20.3% |
| 6M | +18.9% | +21.0% | -2.1% | +6.6% |
| YTD | +35.2% | +31.3% | +4.0% | +14.6% |
| 1Y | +14.5% | +45.9% | -31.4% | -8.8% |
| 3Y | +313.8% | +141.9% | +171.9% | +152.1% |
| 5Y | +32.6% | +158.9% | -126.4% | -20.9% |
| All | +1,381.0% | +301.9% | +1,079.1% | +824.2% |
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 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