+55.3%
ON vs HLT
+12.2%
+43.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | 0.0% | +8.5% | +8.5% |
| 7D | +2.4% | -1.6% | +4.0% | +3.3% |
| 30D | -8.6% | -5.0% | -3.6% | -6.3% |
| 3M | -34.3% | -10.4% | -23.9% | -30.3% |
| 6M | +28.5% | +3.2% | +25.3% | +25.9% |
| YTD | +40.6% | +6.7% | +33.9% | +36.9% |
| 1Y | +55.3% | +10.3% | +45.1% | +53.3% |
| All | +55.3% | +12.2% | +43.1% | +53.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling