+36.6%
ORLY vs HLT
+99.0%
-62.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.4% | -1.6% | -0.8% | -2.0% |
| 30D | -6.8% | -5.0% | -1.7% | -5.7% |
| 3M | -4.8% | -10.4% | +5.6% | -2.4% |
| 6M | -9.1% | +3.2% | -12.3% | -10.0% |
| YTD | -5.9% | +6.7% | -12.7% | -7.9% |
| 1Y | -20.4% | +10.3% | -30.7% | -22.8% |
| 3Y | +36.6% | +99.3% | -62.8% | +12.1% |
| All | +36.6% | +99.0% | -62.4% | +12.1% |
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 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