+138.4%
HLT vs BIL
+19.5%
+119.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.6% | +0.1% | -1.7% | -1.5% |
| 30D | -5.0% | +0.3% | -5.3% | -4.6% |
| 3M | -10.4% | +0.9% | -11.3% | -8.9% |
| 6M | +3.2% | +1.8% | +1.4% | +6.7% |
| YTD | +6.7% | +2.5% | +4.2% | +11.1% |
| 1Y | +10.3% | +3.7% | +6.6% | +17.3% |
| 3Y | +99.3% | +14.1% | +85.2% | +154.1% |
| All | +138.4% | +19.5% | +119.0% | +229.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 5y: compounded portfolio wealth divided by compounded BIL 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…
5y analysis · Full analysis span regression · 6 months rolling