+636.8%
HLT vs BBWI
-43.1%
+679.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.3% | +7.1% | +2.3% |
| 7D | -1.5% | -4.4% | +3.0% | -0.5% |
| 30D | -1.2% | -7.4% | +6.1% | +0.1% |
| 3M | -10.3% | -2.2% | -8.1% | -10.8% |
| 6M | +1.3% | -16.3% | +17.6% | +3.5% |
| YTD | +7.0% | -9.1% | +16.2% | +6.8% |
| 1Y | +11.9% | -34.5% | +46.4% | +18.6% |
| 3Y | +100.7% | -47.0% | +147.6% | +113.3% |
| 5Y | +147.5% | -68.8% | +216.4% | +187.8% |
| 10Y | +586.5% | -57.4% | +643.9% | +538.9% |
| All | +636.8% | -43.1% | +679.9% | +513.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling