+575.2%
HLT vs BRO
+294.2%
+281.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -1.6% | -7.3% | +5.7% | +1.8% |
| 30D | -5.0% | -6.9% | +1.8% | -2.1% |
| 3M | -10.4% | +10.7% | -21.1% | -15.6% |
| 6M | +3.2% | -2.7% | +5.9% | +2.9% |
| YTD | +6.7% | -16.3% | +23.1% | +13.8% |
| 1Y | +10.3% | -29.1% | +39.4% | +27.4% |
| 3Y | +99.3% | -7.8% | +107.2% | +94.6% |
| 5Y | +143.7% | +18.7% | +125.0% | +100.1% |
| All | +575.2% | +294.2% | +281.0% | +216.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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