+3.1%
SGOV vs HLT
+45.5%
-42.4%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | 0.0% |
| 7D | -0.2% | +7.7% | -7.9% | -0.2% |
| 30D | 0.0% | +19.1% | -19.1% | 0.0% |
| 3M | +0.3% | +20.7% | -20.4% | +0.3% |
| 6M | +1.2% | +21.0% | -19.8% | +1.2% |
| YTD | +2.5% | +31.3% | -28.8% | +2.5% |
| All | +3.1% | +45.5% | -42.4% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling