+34.0%
HLT vs BIYA
-99.8%
+133.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.2% |
| 7D | -2.6% | -1.3% | -1.3% | -2.6% |
| 30D | -2.6% | -15.9% | +13.3% | -2.7% |
| 3M | -9.4% | -81.2% | +71.8% | -9.6% |
| 6M | +2.7% | -88.2% | +91.0% | +3.3% |
| YTD | +6.8% | -94.1% | +100.9% | +8.0% |
| 1Y | +12.4% | -98.7% | +111.0% | +15.6% |
| All | +34.0% | -99.8% | +133.7% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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