+39.9%
BKNG vs HLT
+99.0%
-59.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -9.8% | -1.6% | -8.2% | -8.8% |
| 30D | -17.9% | -5.0% | -12.8% | -15.1% |
| 3M | +6.6% | -10.4% | +17.0% | +14.1% |
| 6M | +1.1% | +3.2% | -2.2% | -1.3% |
| YTD | -18.2% | +6.7% | -25.0% | -22.0% |
| 1Y | -20.2% | +10.3% | -30.5% | -25.8% |
| 3Y | +39.9% | +99.3% | -59.5% | -15.1% |
| All | +39.9% | +99.0% | -59.1% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling