+824.9%
QQQ vs HLT
+641.9%
+183.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.8% | -1.0% |
| 7D | -1.3% | -2.6% | +1.3% | -0.2% |
| 30D | -1.4% | -2.6% | +1.3% | -0.4% |
| 3M | +2.3% | -9.4% | +11.7% | +6.1% |
| 6M | +16.9% | +2.7% | +14.1% | +14.8% |
| YTD | +15.6% | +6.8% | +8.9% | +11.6% |
| 1Y | +22.6% | +12.4% | +10.3% | +15.4% |
| 3Y | +93.5% | +100.2% | -6.6% | +43.5% |
| 5Y | +93.9% | +143.7% | -49.8% | +31.7% |
| 10Y | +564.6% | +584.9% | -20.3% | +192.3% |
| All | +824.9% | +641.9% | +183.0% | +299.3% |
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