+575.2%
HLT vs BB
+1.6%
+573.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.2% |
| 7D | -1.6% | -0.4% | -1.2% | -1.6% |
| 30D | -5.0% | -12.5% | +7.5% | -3.6% |
| 3M | -10.4% | -17.4% | +7.0% | -9.2% |
| 6M | +3.2% | +119.1% | -115.9% | -9.2% |
| YTD | +6.7% | +102.4% | -95.6% | -5.2% |
| 1Y | +10.3% | +98.2% | -87.9% | -2.4% |
| 3Y | +99.3% | +46.9% | +52.4% | +76.8% |
| 5Y | +143.7% | -26.4% | +170.1% | +128.5% |
| All | +575.2% | +1.6% | +573.6% | +370.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling