+575.2%
HLT vs BBY
+252.7%
+322.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.9% |
| 7D | -1.6% | +0.6% | -2.2% | -1.8% |
| 30D | -5.0% | +9.4% | -14.4% | -7.6% |
| 3M | -10.4% | +19.3% | -29.7% | -15.2% |
| 6M | +3.2% | +47.9% | -44.7% | -8.9% |
| YTD | +6.7% | +39.6% | -32.8% | -4.5% |
| 1Y | +10.3% | +22.2% | -11.9% | +2.1% |
| 3Y | +99.3% | +45.0% | +54.4% | +68.9% |
| 5Y | +143.7% | +2.6% | +141.1% | +121.4% |
| All | +575.2% | +252.7% | +322.5% | +363.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling