+575.2%
HLT vs BBWI
-55.0%
+630.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.4% | -1.4% |
| 7D | -1.6% | -4.8% | +3.2% | -0.6% |
| 30D | -5.0% | +3.5% | -8.5% | -6.1% |
| 3M | -10.4% | -0.3% | -10.1% | -11.2% |
| 6M | +3.2% | -5.4% | +8.6% | +2.6% |
| YTD | +6.7% | -4.7% | +11.5% | +5.4% |
| 1Y | +10.3% | -30.5% | +40.7% | +15.2% |
| 3Y | +99.3% | -44.3% | +143.7% | +109.3% |
| 5Y | +143.7% | -66.9% | +210.6% | +178.1% |
| All | +575.2% | -55.0% | +630.2% | +486.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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