+634.9%
HLT vs BNY
+571.4%
+63.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | -1.6% | -1.3% | -0.3% | -0.9% |
| 30D | -5.0% | -0.2% | -4.9% | -5.0% |
| 3M | -10.4% | +14.9% | -25.3% | -16.8% |
| 6M | +3.2% | +40.0% | -36.7% | -13.4% |
| YTD | +6.7% | +42.0% | -35.2% | -11.6% |
| 1Y | +10.3% | +56.9% | -46.6% | -13.6% |
| 3Y | +99.3% | +289.9% | -190.5% | -3.7% |
| 5Y | +143.7% | +259.2% | -115.5% | +20.6% |
| 10Y | +584.7% | +413.3% | +171.5% | +161.3% |
| All | +634.9% | +571.4% | +63.5% | +147.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling