+392.9%
BAC vs HLT
+590.2%
-197.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | 0.0% | -1.6% | +1.6% | +0.9% |
| 30D | -2.8% | -5.0% | +2.2% | -0.1% |
| 3M | +14.2% | -10.4% | +24.6% | +20.9% |
| 6M | +30.5% | +3.2% | +27.3% | +27.1% |
| YTD | +15.8% | +6.7% | +9.1% | +10.4% |
| 1Y | +26.2% | +10.3% | +15.9% | +17.5% |
| 3Y | +136.5% | +99.3% | +37.2% | +56.3% |
| 5Y | +75.9% | +143.7% | -67.7% | 0.0% |
| All | +392.9% | +590.2% | -197.3% | +53.8% |
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