-13.6%
BKNG vs HL
+22.6%
-36.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +13.2% | -3.3% | +9.3% |
| 7D | +15.6% | +0.2% | +15.4% | +15.2% |
| 30D | +8.0% | -12.1% | +20.1% | +8.0% |
| 3M | -11.8% | -2.8% | -8.9% | -12.0% |
| 6M | +3.8% | -14.9% | +18.7% | +3.4% |
| YTD | -19.6% | -22.0% | +2.4% | -21.2% |
| 1Y | -13.6% | +25.0% | -38.6% | -23.5% |
| All | -13.6% | +22.6% | -36.1% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 1y: compounded portfolio wealth divided by compounded HL 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…
1y analysis · Full analysis span regression · 6 months rolling