+379.1%
V vs HLT
+590.2%
-211.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.2% | -1.6% | +0.4% | -0.5% |
| 30D | +3.1% | -5.0% | +8.1% | +5.4% |
| 3M | +16.3% | -10.4% | +26.7% | +21.8% |
| 6M | +20.4% | +3.2% | +17.1% | +17.4% |
| YTD | +6.3% | +6.7% | -0.5% | +1.9% |
| 1Y | +8.7% | +10.3% | -1.6% | +2.3% |
| 3Y | +53.3% | +99.3% | -46.0% | +7.0% |
| 5Y | +71.1% | +143.7% | -72.6% | +5.5% |
| All | +379.1% | +590.2% | -211.1% | +92.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling