+322.4%
NET vs HLT
+140.8%
+181.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -4.0% |
| 7D | -16.4% | +7.7% | -24.1% | -19.1% |
| 30D | -25.8% | +19.1% | -45.0% | -31.8% |
| 3M | -11.5% | +20.7% | -32.2% | -19.7% |
| 6M | +18.9% | +21.0% | -2.1% | +7.2% |
| YTD | +35.2% | +31.3% | +4.0% | +13.6% |
| 1Y | +14.5% | +45.9% | -31.4% | -11.6% |
| All | +322.4% | +140.8% | +181.6% | +106.6% |
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