+12.1%
HLT vs BBY
+27.1%
-14.9%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.2% | -1.5% |
| 7D | -3.3% | +9.5% | -12.8% | -4.7% |
| 30D | -4.1% | +6.8% | -10.9% | -5.1% |
| 3M | -7.9% | +28.9% | -36.8% | -11.7% |
| 6M | +2.2% | +37.8% | -35.7% | -4.0% |
| YTD | +8.5% | +38.7% | -30.3% | +1.5% |
| 1Y | +12.1% | +23.7% | -11.6% | +6.5% |
| All | +12.1% | +27.1% | -14.9% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 1y: compounded portfolio wealth divided by compounded BBY 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…
1y analysis · Full analysis span regression · 6 months rolling