+1,449.6%
NET vs HLT
+232.1%
+1,217.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.5% |
| 7D | -7.0% | -3.3% | -3.7% | -5.3% |
| 30D | -4.8% | -4.1% | -0.7% | -3.1% |
| 3M | +3.8% | -7.9% | +11.8% | +7.6% |
| 6M | +50.0% | +2.2% | +47.9% | +46.0% |
| YTD | +41.5% | +8.5% | +33.0% | +32.7% |
| 1Y | +32.8% | +12.1% | +20.7% | +21.5% |
| 3Y | +335.9% | +107.6% | +228.3% | +189.2% |
| 5Y | +113.8% | +156.4% | -42.5% | +39.0% |
| All | +1,449.6% | +232.1% | +1,217.4% | +970.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling