+115.1%
NOK vs HLT
+142.1%
-26.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +11.0% | -1.6% | +12.6% | +11.6% |
| 30D | +7.8% | -5.0% | +12.9% | +9.8% |
| 3M | -21.0% | -10.4% | -10.6% | -17.8% |
| 6M | +40.9% | +3.2% | +37.6% | +38.2% |
| YTD | +72.0% | +6.7% | +65.3% | +66.0% |
| 1Y | +140.9% | +10.3% | +130.6% | +128.2% |
| 3Y | +194.3% | +99.3% | +94.9% | +104.9% |
| All | +115.1% | +142.1% | -26.9% | +33.1% |
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