+136.3%
HLT vs BROS
+33.7%
+102.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.1% | +0.2% |
| 7D | -2.6% | -6.1% | +3.5% | -1.7% |
| 30D | -2.6% | -12.4% | +9.7% | -0.8% |
| 3M | -9.4% | -27.9% | +18.5% | -5.7% |
| 6M | +2.7% | -16.8% | +19.5% | +4.3% |
| YTD | +6.8% | -29.0% | +35.8% | +10.6% |
| 1Y | +12.4% | -33.2% | +45.6% | +17.0% |
| 3Y | +100.2% | +56.8% | +43.4% | +78.0% |
| All | +136.3% | +33.7% | +102.6% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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