-1.5%
BAC vs HLT
+46.7%
-48.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.5% | +0.5% | +3.0% |
| 7D | +1.5% | +7.7% | -6.2% | -0.4% |
| 30D | -4.4% | +19.1% | -23.5% | -8.7% |
| 3M | -17.5% | +20.7% | -38.2% | -21.6% |
| 6M | -0.1% | +21.0% | -21.1% | -5.6% |
| YTD | -4.6% | +31.3% | -35.9% | -12.3% |
| 1Y | -1.5% | +45.9% | -47.4% | -11.9% |
| All | -1.5% | +46.7% | -48.2% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling