+10.6%
TMO vs HLT
+142.1%
-131.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.6% | -1.6% | +1.0% | -0.1% |
| 30D | +1.1% | -5.0% | +6.2% | +2.9% |
| 3M | +28.3% | -10.4% | +38.7% | +32.8% |
| 6M | +23.3% | +3.2% | +20.0% | +21.4% |
| YTD | +5.5% | +6.7% | -1.3% | +2.5% |
| 1Y | +24.5% | +10.3% | +14.3% | +19.6% |
| 3Y | +19.6% | +99.3% | -79.8% | -5.8% |
| All | +10.6% | +142.1% | -131.5% | -16.4% |
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