+3.4%
PEP vs HLT
+145.1%
-141.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -1.4% | -2.6% | +1.2% | -1.0% |
| 30D | -0.2% | -2.6% | +2.4% | +0.1% |
| 3M | -4.3% | -9.4% | +5.1% | -3.2% |
| 6M | -13.2% | +2.7% | -15.9% | -13.6% |
| YTD | -1.9% | +6.8% | -8.6% | -2.9% |
| 1Y | -0.3% | +12.4% | -12.7% | -2.1% |
| 3Y | -13.6% | +100.2% | -113.8% | -22.3% |
| 5Y | +3.4% | +143.7% | -140.4% | -9.7% |
| All | +3.4% | +145.1% | -141.7% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling