+10.3%
HLT vs BNS
+49.3%
-39.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -1.6% | -0.4% | -1.2% | -1.5% |
| 30D | -5.0% | +3.5% | -8.5% | -6.0% |
| 3M | -10.4% | +14.1% | -24.5% | -15.3% |
| 6M | +3.2% | +33.8% | -30.5% | -9.6% |
| YTD | +6.7% | +29.5% | -22.7% | -5.9% |
| 1Y | +10.3% | +48.4% | -38.1% | -9.0% |
| All | +10.3% | +49.3% | -39.0% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling