-13.3%
BKNG vs HLT
+42.8%
-56.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.2% |
| 7D | +12.2% | +3.6% | +8.6% | +10.0% |
| 30D | +7.0% | +14.6% | -7.5% | -0.9% |
| 3M | -18.3% | +13.9% | -32.2% | -24.2% |
| 6M | +1.1% | +18.3% | -17.1% | -8.4% |
| YTD | -20.7% | +28.9% | -49.5% | -30.4% |
| 1Y | -13.3% | +40.0% | -53.4% | -27.5% |
| All | -13.3% | +42.8% | -56.2% | -27.5% |
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