+634.9%
HLT vs BNS
+193.5%
+441.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.4% |
| 7D | -1.6% | -0.4% | -1.2% | -1.4% |
| 30D | -5.0% | +3.5% | -8.5% | -7.2% |
| 3M | -10.4% | +14.1% | -24.5% | -17.5% |
| 6M | +3.2% | +33.8% | -30.5% | -13.5% |
| YTD | +6.7% | +29.5% | -22.7% | -9.0% |
| 1Y | +10.3% | +48.4% | -38.1% | -13.5% |
| 3Y | +99.3% | +129.6% | -30.3% | +18.8% |
| 5Y | +143.7% | +96.1% | +47.6% | +59.5% |
| 10Y | +584.7% | +186.2% | +398.6% | +254.7% |
| All | +634.9% | +193.5% | +441.4% | +264.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling