+139.4%
T vs HLT
+643.8%
-504.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.9% |
| 7D | -3.1% | -1.5% | -1.6% | -2.8% |
| 30D | +4.6% | -1.2% | +5.8% | +4.8% |
| 3M | +12.2% | -10.3% | +22.6% | +14.5% |
| 6M | -6.5% | +1.3% | -7.7% | -7.1% |
| YTD | +4.9% | +7.0% | -2.1% | +2.8% |
| 1Y | -10.5% | +11.9% | -22.3% | -13.2% |
| 3Y | +104.6% | +100.7% | +3.9% | +72.2% |
| 5Y | +64.2% | +147.5% | -83.3% | +28.4% |
| 10Y | +68.4% | +586.5% | -518.1% | +3.1% |
| All | +139.4% | +643.8% | -504.4% | +45.7% |
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 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