+50.9%
BA vs HLT
+803.9%
-753.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -1.1% | +0.7% | -1.8% | -1.6% |
| 30D | -7.1% | +13.7% | -20.9% | -15.0% |
| 3M | -25.5% | +16.3% | -41.9% | -33.2% |
| 6M | -28.7% | +19.9% | -48.6% | -37.7% |
| YTD | -21.0% | +30.1% | -51.1% | -35.3% |
| 1Y | -11.9% | +38.5% | -50.4% | -31.2% |
| 3Y | -16.2% | +131.0% | -147.2% | -55.9% |
| 5Y | -22.4% | +163.7% | -186.1% | -64.0% |
| 10Y | +24.5% | +697.4% | -672.9% | -69.6% |
| All | +50.9% | +803.9% | -753.0% | -64.9% |
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