-22.2%
ON vs HLT
+99.0%
-121.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | 0.0% | +8.5% | +8.5% |
| 7D | +2.4% | -1.6% | +4.0% | +3.9% |
| 30D | -8.6% | -5.0% | -3.6% | -4.7% |
| 3M | -34.3% | -10.4% | -23.9% | -27.8% |
| 6M | +28.5% | +3.2% | +25.3% | +23.1% |
| YTD | +40.6% | +6.7% | +33.9% | +30.1% |
| 1Y | +55.3% | +10.3% | +45.1% | +37.9% |
| 3Y | -22.2% | +99.3% | -121.5% | -57.2% |
| All | -22.2% | +99.0% | -121.2% | -57.2% |
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