+19.7%
TMO vs HLT
+42.8%
-23.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.6% |
| 7D | -4.5% | +3.6% | -8.1% | -5.5% |
| 30D | +3.1% | +14.6% | -11.5% | -1.0% |
| 3M | +17.2% | +13.9% | +3.3% | +12.7% |
| 6M | +45.3% | +18.3% | +27.0% | +36.4% |
| YTD | +17.1% | +28.9% | -11.7% | +5.9% |
| 1Y | +19.7% | +40.0% | -20.4% | +2.9% |
| All | +19.7% | +42.8% | -23.2% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling