+636.8%
HLT vs BAH
+479.8%
+157.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -1.5% | -1.3% | -0.1% | -1.2% |
| 30D | -1.2% | -6.6% | +5.4% | +0.1% |
| 3M | -10.3% | -7.2% | -3.2% | -9.4% |
| 6M | +1.3% | -10.0% | +11.2% | +2.7% |
| YTD | +7.0% | -12.5% | +19.5% | +8.4% |
| 1Y | +11.9% | -27.9% | +39.8% | +18.1% |
| 3Y | +100.7% | -31.4% | +132.1% | +106.6% |
| 5Y | +147.5% | -3.2% | +150.8% | +126.4% |
| 10Y | +586.5% | +191.5% | +395.1% | +343.7% |
| All | +636.8% | +479.8% | +157.1% | +340.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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