+635.0%
HLT vs BAX
-17.6%
+652.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | 0.0% |
| 7D | -2.6% | -5.4% | +2.9% | -1.2% |
| 30D | -2.6% | -12.4% | +9.8% | +0.6% |
| 3M | -9.4% | +19.1% | -28.5% | -14.1% |
| 6M | +2.7% | +38.6% | -35.9% | -6.7% |
| YTD | +6.8% | +26.7% | -19.9% | -1.6% |
| 1Y | +12.4% | +1.0% | +11.3% | +9.3% |
| 3Y | +100.2% | -33.9% | +134.1% | +112.4% |
| 5Y | +143.7% | -67.0% | +210.8% | +218.3% |
| 10Y | +584.9% | -37.5% | +622.3% | +560.9% |
| All | +635.0% | -17.6% | +652.7% | +553.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling