+210.9%
PM vs HLT
+590.2%
-379.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +4.7% | -1.6% | +6.3% | +5.0% |
| 30D | +2.6% | -5.0% | +7.6% | +3.7% |
| 3M | +6.6% | -10.4% | +17.0% | +9.0% |
| 6M | +16.5% | +3.2% | +13.3% | +15.2% |
| YTD | +21.2% | +6.7% | +14.4% | +18.9% |
| 1Y | +17.9% | +10.3% | +7.6% | +14.7% |
| 3Y | +129.8% | +99.3% | +30.5% | +93.2% |
| 5Y | +133.0% | +143.7% | -10.7% | +82.2% |
| All | +210.9% | +590.2% | -379.3% | +102.8% |
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