+302.6%
PM vs HLT
+637.7%
-335.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.7% |
| 7D | -1.3% | -2.4% | +1.1% | -0.8% |
| 30D | -2.6% | -4.1% | +1.5% | -1.7% |
| 3M | +5.8% | -10.6% | +16.4% | +8.2% |
| 6M | +10.6% | +2.0% | +8.5% | +9.7% |
| YTD | +17.2% | +6.1% | +11.0% | +15.1% |
| 1Y | +17.6% | +9.8% | +7.8% | +14.6% |
| 3Y | +124.3% | +99.0% | +25.2% | +89.4% |
| 5Y | +125.1% | +151.5% | -26.4% | +76.1% |
| 10Y | +198.6% | +561.1% | -362.5% | +85.1% |
| All | +302.6% | +637.7% | -335.1% | +143.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling