+171.6%
BKR vs HLT
+142.1%
+29.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -7.0% | -1.6% | -5.4% | -6.4% |
| 30D | -8.1% | -5.0% | -3.1% | -6.4% |
| 3M | -6.6% | -10.4% | +3.8% | -3.0% |
| 6M | +0.9% | +3.2% | -2.4% | -1.5% |
| YTD | +31.1% | +6.7% | +24.4% | +26.0% |
| 1Y | +27.7% | +10.3% | +17.4% | +20.7% |
| 3Y | +71.2% | +99.3% | -28.1% | +27.0% |
| All | +171.6% | +142.1% | +29.5% | +78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling