+634.9%
HLT vs BAX
-18.9%
+653.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.4% |
| 7D | -1.6% | -7.9% | +6.3% | +0.4% |
| 30D | -5.0% | -11.7% | +6.6% | -2.1% |
| 3M | -10.4% | +16.2% | -26.6% | -14.5% |
| 6M | +3.2% | +32.0% | -28.7% | -5.0% |
| YTD | +6.7% | +24.7% | -18.0% | -1.3% |
| 1Y | +10.3% | -2.6% | +12.9% | +8.3% |
| 3Y | +99.3% | -35.0% | +134.3% | +112.4% |
| 5Y | +143.7% | -67.6% | +211.2% | +219.5% |
| 10Y | +584.7% | -38.4% | +623.2% | +563.4% |
| All | +634.9% | -18.9% | +653.9% | +555.4% |
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