+59.4%
RBLX vs HLT
+99.0%
-39.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +5.1% | -1.6% | +6.7% | +5.7% |
| 30D | +28.0% | -5.0% | +33.0% | +30.6% |
| 3M | +4.6% | -10.4% | +15.0% | +9.6% |
| 6M | -24.7% | +3.2% | -27.9% | -26.3% |
| YTD | -43.8% | +6.7% | -50.6% | -45.8% |
| 1Y | -65.8% | +10.3% | -76.0% | -67.6% |
| 3Y | +59.4% | +99.3% | -40.0% | +4.5% |
| All | +59.4% | +99.0% | -39.6% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling