+131.5%
PM vs HLT
+145.1%
-13.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | +1.9% | -2.6% | +4.5% | +2.3% |
| 30D | +1.9% | -2.6% | +4.5% | +2.3% |
| 3M | +4.6% | -9.4% | +14.0% | +6.1% |
| 6M | +11.7% | +2.7% | +8.9% | +10.9% |
| YTD | +20.4% | +6.8% | +13.6% | +18.6% |
| 1Y | +19.0% | +12.4% | +6.6% | +16.3% |
| 3Y | +130.4% | +100.2% | +30.2% | +103.0% |
| 5Y | +131.5% | +143.7% | -12.3% | +86.5% |
| All | +131.5% | +145.1% | -13.6% | +86.5% |
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