+153.1%
SO vs HLT
+590.2%
-437.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -1.1% | -1.6% | +0.5% | -0.8% |
| 30D | -5.0% | -5.0% | 0.0% | -4.3% |
| 3M | -5.8% | -10.4% | +4.6% | -4.3% |
| 6M | -7.9% | +3.2% | -11.2% | -8.6% |
| YTD | +2.4% | +6.7% | -4.3% | +1.1% |
| 1Y | -2.3% | +10.3% | -12.5% | -4.1% |
| 3Y | +41.9% | +99.3% | -57.5% | +25.4% |
| 5Y | +58.1% | +143.7% | -85.6% | +32.5% |
| All | +153.1% | +590.2% | -437.1% | +84.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling