+279.4%
SO vs HLT
+637.7%
-358.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.3% |
| 7D | +1.0% | -2.4% | +3.4% | +1.3% |
| 30D | -3.2% | -4.1% | +0.9% | -2.7% |
| 3M | -1.7% | -10.6% | +8.9% | -0.3% |
| 6M | -7.2% | +2.0% | -9.2% | -7.6% |
| YTD | +4.6% | +6.1% | -1.6% | +3.4% |
| 1Y | +1.2% | +9.8% | -8.6% | -0.5% |
| 3Y | +45.3% | +99.0% | -53.7% | +30.3% |
| 5Y | +58.7% | +151.5% | -92.8% | +35.4% |
| 10Y | +155.9% | +561.1% | -405.3% | +94.3% |
| All | +279.4% | +637.7% | -358.2% | +195.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling