+138.4%
HLT vs BAX
-68.1%
+206.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | -1.6% | -7.9% | +6.3% | -0.1% |
| 30D | -5.0% | -11.7% | +6.6% | -2.8% |
| 3M | -10.4% | +16.2% | -26.6% | -13.6% |
| 6M | +3.2% | +32.0% | -28.7% | -3.2% |
| YTD | +6.7% | +24.7% | -18.0% | +0.5% |
| 1Y | +10.3% | -2.6% | +12.9% | +8.3% |
| 3Y | +99.3% | -35.0% | +134.3% | +107.8% |
| All | +138.4% | -68.1% | +206.5% | +191.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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