+278.7%
BKNG vs HLT
+641.9%
-363.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.7% |
| 7D | -10.7% | -2.6% | -8.1% | -9.1% |
| 30D | -18.1% | -2.6% | -15.5% | -16.7% |
| 3M | +8.5% | -9.4% | +17.9% | +15.7% |
| 6M | -0.1% | +2.7% | -2.8% | -2.2% |
| YTD | -18.2% | +6.8% | -25.0% | -22.2% |
| 1Y | -19.9% | +12.4% | -32.2% | -26.6% |
| 3Y | +41.6% | +100.2% | -58.6% | -12.8% |
| 5Y | +93.1% | +143.7% | -50.6% | +4.8% |
| 10Y | +214.8% | +584.9% | -370.1% | -4.5% |
| All | +278.7% | +641.9% | -363.2% | +7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling