+97.9%
BAC vs HLT
+133.3%
-35.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +3.2% | +0.7% | +2.5% | +2.9% |
| 30D | -0.7% | +13.7% | -14.5% | -6.7% |
| 3M | -20.0% | +16.3% | -36.3% | -25.7% |
| 6M | +3.4% | +19.9% | -16.5% | -6.0% |
| YTD | -5.7% | +30.1% | -35.8% | -18.5% |
| 1Y | -1.4% | +38.5% | -40.0% | -17.9% |
| 3Y | +97.9% | +131.0% | -33.1% | +30.2% |
| All | +97.9% | +133.3% | -35.4% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling