+431.1%
SPY vs HLT
+643.8%
-212.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | -0.4% | -1.5% | +1.1% | +0.2% |
| 30D | -1.4% | -1.2% | -0.1% | -1.0% |
| 3M | +3.7% | -10.3% | +14.1% | +7.7% |
| 6M | +13.0% | +1.3% | +11.7% | +11.8% |
| YTD | +12.4% | +7.0% | +5.4% | +8.7% |
| 1Y | +18.5% | +11.9% | +6.7% | +12.3% |
| 3Y | +77.6% | +100.7% | -23.0% | +34.2% |
| 5Y | +81.7% | +147.5% | -65.8% | +24.6% |
| 10Y | +319.7% | +586.5% | -266.9% | +93.4% |
| All | +431.1% | +643.8% | -212.6% | +140.5% |
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