+45.4%
SMR vs HLT
+99.0%
-53.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | 0.0% | -15.7% | -15.7% |
| 7D | -11.2% | -1.6% | -9.6% | -10.2% |
| 30D | -10.2% | -5.0% | -5.2% | -6.5% |
| 3M | -10.0% | -10.4% | +0.4% | -1.1% |
| 6M | -30.5% | +3.2% | -33.7% | -33.5% |
| YTD | -39.2% | +6.7% | -46.0% | -44.2% |
| 1Y | -75.5% | +10.3% | -85.8% | -78.7% |
| 3Y | +45.4% | +99.3% | -53.9% | -28.0% |
| All | +45.4% | +99.0% | -53.6% | -28.0% |
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