+159.7%
TRV vs HLT
+142.1%
+17.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +1.9% | -1.6% | +3.5% | +2.3% |
| 30D | +1.7% | -5.0% | +6.7% | +3.0% |
| 3M | +23.9% | -10.4% | +34.3% | +27.0% |
| 6M | +26.3% | +3.2% | +23.0% | +24.6% |
| YTD | +30.8% | +6.7% | +24.1% | +27.9% |
| 1Y | +36.3% | +10.3% | +26.1% | +31.9% |
| 3Y | +145.0% | +99.3% | +45.7% | +104.8% |
| All | +159.7% | +142.1% | +17.6% | +101.4% |
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