+1,003.0%
BE vs HLT
+292.4%
+710.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | 0.0% | +6.7% | +6.7% |
| 7D | +9.0% | -1.6% | +10.7% | +10.4% |
| 30D | +16.3% | -5.0% | +21.3% | +21.2% |
| 3M | +10.8% | -10.4% | +21.2% | +22.4% |
| 6M | +73.2% | +3.2% | +70.0% | +66.6% |
| YTD | +217.4% | +6.7% | +210.6% | +194.8% |
| 1Y | +309.8% | +10.3% | +299.5% | +262.8% |
| 3Y | +1,726.2% | +99.3% | +1,626.8% | +780.5% |
| 5Y | +1,306.2% | +143.7% | +1,162.5% | +455.3% |
| All | +1,003.0% | +292.4% | +710.6% | +158.6% |
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 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