+69.5%
T vs HLT
+142.1%
-72.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.5% | -1.6% | +3.1% | +1.6% |
| 30D | +7.5% | -5.0% | +12.5% | +8.0% |
| 3M | +14.8% | -10.4% | +25.2% | +16.0% |
| 6M | -1.7% | +3.2% | -5.0% | -2.4% |
| YTD | +8.7% | +6.7% | +1.9% | +7.4% |
| 1Y | -7.5% | +10.3% | -17.7% | -9.0% |
| 3Y | +110.2% | +99.3% | +10.9% | +88.3% |
| All | +69.5% | +142.1% | -72.5% | +41.4% |
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