-20.6%
BA vs HLT
+161.2%
-181.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.2% | -0.4% |
| 7D | 0.0% | +4.4% | -4.3% | -2.4% |
| 30D | -8.9% | +16.3% | -25.2% | -16.6% |
| 3M | -25.5% | +22.2% | -47.7% | -33.9% |
| 6M | -27.0% | +20.0% | -46.9% | -34.8% |
| YTD | -20.1% | +32.4% | -52.5% | -33.4% |
| 1Y | -11.0% | +38.6% | -49.6% | -28.0% |
| 3Y | -11.8% | +136.4% | -148.3% | -51.0% |
| 5Y | -20.6% | +162.8% | -183.4% | -60.5% |
| All | -20.6% | +161.2% | -181.8% | -60.5% |
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