+90.6%
VZ vs HLT
+813.2%
-722.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.4% |
| 3M | +0.1% | +19.8% | -19.7% | -1.8% |
| 6M | +1.9% | +19.6% | -17.7% | -0.1% |
| YTD | +22.0% | +31.4% | -9.4% | +18.3% |
| 1Y | +22.1% | +38.0% | -15.9% | +17.8% |
| 3Y | +58.7% | +134.7% | -76.0% | +43.2% |
| 5Y | +22.3% | +166.2% | -143.9% | +7.6% |
| 10Y | +71.6% | +705.6% | -634.0% | +23.5% |
| All | +90.6% | +813.2% | -722.5% | +36.7% |
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 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