+25.5%
BA vs HLT
+702.9%
-677.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +1.2% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -7.9% | +15.1% | -23.0% | -17.1% |
| 3M | -25.2% | +19.8% | -45.0% | -35.0% |
| 6M | -26.7% | +19.6% | -46.3% | -36.6% |
| YTD | -19.6% | +31.4% | -51.0% | -35.9% |
| 1Y | -10.6% | +38.0% | -48.6% | -31.6% |
| 3Y | -11.2% | +134.7% | -145.9% | -57.0% |
| 5Y | -20.4% | +166.2% | -186.6% | -66.6% |
| All | +25.5% | +702.9% | -677.4% | -70.1% |
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