+59.1%
SO vs HLT
+145.1%
-86.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -1.1% | -2.6% | +1.4% | -0.9% |
| 30D | -3.7% | -2.6% | -1.1% | -3.5% |
| 3M | -5.9% | -9.4% | +3.5% | -5.2% |
| 6M | -7.3% | +2.7% | -10.1% | -7.7% |
| YTD | +3.1% | +6.8% | -3.7% | +2.3% |
| 1Y | -1.0% | +12.4% | -13.4% | -2.3% |
| 3Y | +43.2% | +100.2% | -56.9% | +32.6% |
| 5Y | +59.1% | +143.7% | -84.6% | +44.4% |
| All | +59.1% | +145.1% | -86.0% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling