-66.5%
U vs HLT
+142.1%
-208.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.5% | +4.5% |
| 7D | +5.5% | -1.6% | +7.1% | +7.2% |
| 30D | -1.3% | -5.0% | +3.7% | +4.0% |
| 3M | +64.6% | -10.4% | +75.0% | +82.7% |
| 6M | +119.4% | +3.2% | +116.1% | +104.8% |
| YTD | -0.5% | +6.7% | -7.2% | -10.8% |
| 1Y | +1.3% | +10.3% | -9.0% | -13.3% |
| 3Y | +15.6% | +99.3% | -83.7% | -52.5% |
| All | -66.5% | +142.1% | -208.5% | -88.0% |
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