+430.1%
BAC vs HLT
+653.9%
-223.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.5% |
| 7D | +1.1% | -3.3% | +4.4% | +2.9% |
| 30D | -0.4% | -4.1% | +3.7% | +1.7% |
| 3M | +16.9% | -7.9% | +24.8% | +21.8% |
| 6M | +26.6% | +2.2% | +24.5% | +24.1% |
| YTD | +15.8% | +8.5% | +7.3% | +9.6% |
| 1Y | +27.2% | +12.1% | +15.0% | +17.6% |
| 3Y | +132.4% | +107.6% | +24.8% | +52.3% |
| 5Y | +72.6% | +156.4% | -83.8% | -2.5% |
| 10Y | +389.7% | +566.3% | -176.6% | +64.4% |
| All | +430.1% | +653.9% | -223.8% | +71.2% |
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 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