+64.9%
VZ vs HLT
+590.2%
-525.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.9% | -1.6% | +2.5% | +1.1% |
| 30D | +7.7% | -5.0% | +12.7% | +8.2% |
| 3M | +9.7% | -10.4% | +20.0% | +10.6% |
| 6M | +3.1% | +3.2% | -0.1% | +2.7% |
| YTD | +30.5% | +6.7% | +23.8% | +29.5% |
| 1Y | +22.5% | +10.3% | +12.2% | +21.1% |
| 3Y | +82.4% | +99.3% | -17.0% | +69.6% |
| 5Y | +28.0% | +143.7% | -115.7% | +15.4% |
| All | +64.9% | +590.2% | -525.3% | +24.2% |
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