+223.9%
NXPI vs HLT
+590.2%
-366.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.5% | +4.5% |
| 7D | +3.9% | -1.6% | +5.5% | +4.9% |
| 30D | +1.4% | -5.0% | +6.4% | +4.6% |
| 3M | -21.5% | -10.4% | -11.1% | -16.2% |
| 6M | +19.4% | +3.2% | +16.2% | +15.3% |
| YTD | +9.9% | +6.7% | +3.2% | +3.8% |
| 1Y | +7.9% | +10.3% | -2.4% | -0.9% |
| 3Y | +22.7% | +99.3% | -76.7% | -23.0% |
| 5Y | +22.1% | +143.7% | -121.6% | -33.4% |
| All | +223.9% | +590.2% | -366.3% | +17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling