+634.9%
HLT vs BLK
+405.7%
+229.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.9% |
| 7D | -1.6% | -3.3% | +1.7% | +0.1% |
| 30D | -5.0% | -6.5% | +1.5% | -1.7% |
| 3M | -10.4% | +6.7% | -17.1% | -13.9% |
| 6M | +3.2% | +14.7% | -11.5% | -4.9% |
| YTD | +6.7% | +2.5% | +4.2% | +3.8% |
| 1Y | +10.3% | -2.8% | +13.0% | +10.0% |
| 3Y | +99.3% | +65.9% | +33.5% | +47.0% |
| 5Y | +143.7% | +33.0% | +110.7% | +97.8% |
| 10Y | +584.7% | +281.2% | +303.5% | +203.0% |
| All | +634.9% | +405.7% | +229.3% | +187.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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