+99.3%
HLT vs BB
+64.9%
+34.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | -1.6% | -0.4% | -1.2% | -1.6% |
| 30D | -5.0% | -12.5% | +7.5% | -4.2% |
| 3M | -10.4% | -17.4% | +7.0% | -9.7% |
| 6M | +3.2% | +119.1% | -115.9% | -5.5% |
| YTD | +6.7% | +102.4% | -95.6% | -1.7% |
| 1Y | +10.3% | +98.2% | -87.9% | +1.1% |
| 3Y | +99.3% | +46.9% | +52.4% | +74.3% |
| All | +99.3% | +64.9% | +34.4% | +74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling