+575.2%
HLT vs BR
+189.7%
+385.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.6% | -3.0% | +1.4% | -0.3% |
| 30D | -5.0% | -0.3% | -4.7% | -5.0% |
| 3M | -10.4% | +17.3% | -27.7% | -17.4% |
| 6M | +3.2% | -6.7% | +9.9% | +5.1% |
| YTD | +6.7% | -23.4% | +30.2% | +18.7% |
| 1Y | +10.3% | -32.7% | +42.9% | +30.7% |
| 3Y | +99.3% | -5.9% | +105.2% | +97.3% |
| 5Y | +143.7% | +8.4% | +135.2% | +119.5% |
| All | +575.2% | +189.7% | +385.6% | +292.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling