+22.3%
VZ vs HLT
+162.1%
-139.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | +8.9% | +15.1% | -6.1% | +8.3% |
| 3M | +0.1% | +19.8% | -19.7% | -0.7% |
| 6M | +1.9% | +19.6% | -17.7% | +1.1% |
| YTD | +22.0% | +31.4% | -9.4% | +20.4% |
| 1Y | +22.1% | +38.0% | -15.9% | +20.2% |
| 3Y | +58.7% | +134.7% | -76.0% | +50.7% |
| 5Y | +22.3% | +166.2% | -143.9% | +14.7% |
| All | +22.3% | +162.1% | -139.8% | +14.7% |
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