+120.2%
BKR vs HLT
+590.2%
-470.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -7.0% | -1.6% | -5.4% | -6.2% |
| 30D | -8.1% | -5.0% | -3.1% | -5.7% |
| 3M | -6.6% | -10.4% | +3.8% | -1.5% |
| 6M | +0.9% | +3.2% | -2.4% | -2.2% |
| YTD | +31.1% | +6.7% | +24.4% | +24.4% |
| 1Y | +27.7% | +10.3% | +17.4% | +18.5% |
| 3Y | +71.2% | +99.3% | -28.1% | +12.3% |
| 5Y | +177.6% | +143.7% | +33.9% | +53.2% |
| All | +120.2% | +590.2% | -470.0% | -13.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling