+194.3%
NOK vs HLT
+99.0%
+95.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +11.0% | -1.6% | +12.6% | +11.3% |
| 30D | +7.8% | -5.0% | +12.9% | +9.0% |
| 3M | -21.0% | -10.4% | -10.6% | -19.2% |
| 6M | +40.9% | +3.2% | +37.6% | +39.3% |
| YTD | +72.0% | +6.7% | +65.3% | +68.5% |
| 1Y | +140.9% | +10.3% | +130.6% | +133.8% |
| 3Y | +194.3% | +99.3% | +94.9% | +109.8% |
| All | +194.3% | +99.0% | +95.3% | +109.8% |
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