+86.8%
BA vs HLT
+653.9%
-567.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.5% |
| 7D | +1.2% | -3.3% | +4.5% | +3.5% |
| 30D | -11.6% | -4.1% | -7.6% | -9.2% |
| 3M | -2.4% | -7.9% | +5.6% | +2.9% |
| 6M | -6.6% | +2.2% | -8.8% | -9.0% |
| YTD | -2.2% | +8.5% | -10.7% | -9.0% |
| 1Y | -8.0% | +12.1% | -20.1% | -17.1% |
| 3Y | -5.0% | +107.6% | -112.6% | -46.6% |
| 5Y | -2.7% | +156.4% | -159.1% | -54.5% |
| 10Y | +75.9% | +566.3% | -490.4% | -51.3% |
| All | +86.8% | +653.9% | -567.1% | -50.6% |
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