-0.7%
BKR vs HLT
+42.8%
-43.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.8% | -5.5% | -7.4% |
| 7D | -15.2% | +3.6% | -18.8% | -15.2% |
| 30D | -19.1% | +14.6% | -33.7% | -19.5% |
| 3M | -24.8% | +13.9% | -38.8% | -25.0% |
| 6M | -31.6% | +18.3% | -49.9% | -32.6% |
| YTD | +2.5% | +28.9% | -26.3% | -3.0% |
| 1Y | -0.7% | +40.0% | -40.8% | -7.8% |
| All | -0.7% | +42.8% | -43.5% | -7.8% |
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