+459.2%
TRV vs HLT
+641.9%
-182.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -1.5% | -2.6% | +1.1% | -0.6% |
| 30D | -1.8% | -2.6% | +0.8% | -1.0% |
| 3M | +21.6% | -9.4% | +31.0% | +25.2% |
| 6M | +22.5% | +2.7% | +19.7% | +20.6% |
| YTD | +28.1% | +6.8% | +21.4% | +24.4% |
| 1Y | +37.0% | +12.4% | +24.7% | +30.5% |
| 3Y | +141.9% | +100.2% | +41.7% | +87.7% |
| 5Y | +158.5% | +143.7% | +14.8% | +80.9% |
| 10Y | +297.5% | +584.9% | -287.3% | +98.3% |
| All | +459.2% | +641.9% | -182.7% | +178.8% |
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