+93.4%
NOK vs HLT
+641.9%
-548.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | +8.7% | -2.6% | +11.3% | +9.6% |
| 30D | +12.5% | -2.6% | +15.1% | +13.4% |
| 3M | -20.7% | -9.4% | -11.3% | -18.3% |
| 6M | +36.2% | +2.7% | +33.4% | +34.3% |
| YTD | +64.1% | +6.8% | +57.4% | +59.5% |
| 1Y | +132.4% | +12.4% | +120.0% | +121.0% |
| 3Y | +182.9% | +100.2% | +82.7% | +117.5% |
| 5Y | +102.8% | +143.7% | -40.9% | +44.5% |
| 10Y | +126.8% | +584.9% | -458.0% | +3.1% |
| All | +93.4% | +641.9% | -548.6% | -15.4% |
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