+40.0%
HLT vs BNY
+38.8%
+1.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -0.7% |
| 7D | +3.6% | -1.3% | +4.8% | +4.0% |
| 30D | +14.6% | +3.1% | +11.5% | +13.4% |
| 3M | +13.9% | -6.7% | +20.6% | +16.0% |
| 6M | +18.3% | +12.4% | +5.9% | +13.7% |
| YTD | +28.9% | +29.3% | -0.4% | +19.8% |
| 1Y | +40.0% | +38.1% | +1.9% | +25.9% |
| All | +40.0% | +38.8% | +1.3% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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