-12.8%
BKNG vs HLT
+13.1%
-25.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.4% |
| 7D | -6.0% | -3.3% | -2.7% | -4.3% |
| 30D | -6.6% | -4.1% | -2.6% | -4.6% |
| 3M | +15.7% | -7.9% | +23.6% | +20.6% |
| 6M | +14.1% | +2.2% | +12.0% | +12.9% |
| YTD | -9.3% | +8.5% | -17.8% | -12.2% |
| 1Y | -12.8% | +12.1% | -24.9% | -18.7% |
| All | -12.8% | +13.1% | -25.8% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling