-73.1%
SMR vs HLT
+13.1%
-86.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | +4.4% | -3.3% | +7.7% | +5.7% |
| 30D | +3.4% | -4.1% | +7.5% | +4.8% |
| 3M | -19.2% | -7.9% | -11.2% | -16.5% |
| 6M | -22.6% | +2.2% | -24.8% | -23.9% |
| YTD | -31.5% | +8.5% | -40.0% | -31.2% |
| 1Y | -73.1% | +12.1% | -85.2% | -70.2% |
| All | -73.1% | +13.1% | -86.2% | -70.2% |
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