-85.6%
SMR vs HLT
+46.7%
-132.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.5% | -8.0% | -5.6% |
| 7D | -9.5% | +7.7% | -17.2% | -11.9% |
| 30D | -33.2% | +19.1% | -52.3% | -37.6% |
| 3M | -45.9% | +20.7% | -66.7% | -50.2% |
| 6M | -57.9% | +21.0% | -78.9% | -61.6% |
| YTD | -63.8% | +31.3% | -95.1% | -67.4% |
| 1Y | -85.6% | +45.9% | -131.5% | -87.6% |
| All | -85.6% | +46.7% | -132.3% | -87.6% |
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