+32.6%
NET vs HLT
+161.5%
-128.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -5.7% |
| 7D | -16.4% | +7.7% | -24.1% | -22.0% |
| 30D | -25.8% | +19.1% | -45.0% | -37.4% |
| 3M | -11.5% | +20.7% | -32.2% | -27.1% |
| 6M | +18.9% | +21.0% | -2.1% | -3.2% |
| YTD | +35.2% | +31.3% | +4.0% | -1.7% |
| 1Y | +14.5% | +45.9% | -31.4% | -26.5% |
| 3Y | +313.8% | +141.9% | +171.9% | +38.5% |
| 5Y | +32.6% | +158.9% | -126.4% | -57.6% |
| All | +32.6% | +161.5% | -128.9% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling