+1,264.4%
BE vs HLT
+142.1%
+1,122.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | 0.0% | +6.7% | +6.7% |
| 7D | +9.0% | -1.6% | +10.7% | +10.3% |
| 30D | +16.3% | -5.0% | +21.3% | +20.7% |
| 3M | +10.8% | -10.4% | +21.2% | +21.1% |
| 6M | +73.2% | +3.2% | +70.0% | +67.4% |
| YTD | +217.4% | +6.7% | +210.6% | +197.3% |
| 1Y | +309.8% | +10.3% | +299.5% | +267.8% |
| 3Y | +1,726.2% | +99.3% | +1,626.8% | +802.4% |
| All | +1,264.4% | +142.1% | +1,122.4% | +496.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling