+630.8%
HLT vs BIL
+25.1%
+605.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -4.1% | +0.3% | -4.4% | -4.3% |
| 3M | -10.6% | +0.9% | -11.5% | -11.1% |
| 6M | +2.0% | +1.8% | +0.2% | +0.8% |
| YTD | +6.1% | +2.5% | +3.7% | +4.2% |
| 1Y | +9.8% | +3.7% | +6.1% | +6.9% |
| 3Y | +99.0% | +14.1% | +84.9% | +77.7% |
| 5Y | +151.5% | +19.4% | +132.1% | +109.9% |
| 10Y | +561.1% | +25.3% | +535.9% | +424.0% |
| All | +630.8% | +25.1% | +605.7% | +479.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling