-37.5%
U vs HLT
+241.7%
-279.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +4.4% |
| 7D | +4.5% | -2.4% | +6.9% | +6.5% |
| 30D | -0.6% | -4.1% | +3.5% | +2.8% |
| 3M | +48.4% | -10.6% | +59.0% | +61.7% |
| 6M | +115.4% | +2.0% | +113.3% | +107.2% |
| YTD | -3.2% | +6.1% | -9.4% | -10.2% |
| 1Y | -6.0% | +9.8% | -15.9% | -15.9% |
| 3Y | +13.5% | +99.0% | -85.6% | -39.1% |
| 5Y | -68.0% | +151.5% | -219.5% | -83.5% |
| All | -37.5% | +241.7% | -279.2% | -67.0% |
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 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