+636.8%
HLT vs BUD
+2.3%
+634.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.7% |
| 7D | -1.5% | -1.3% | -0.1% | -0.9% |
| 30D | -1.2% | -6.1% | +4.9% | +1.2% |
| 3M | -10.3% | -3.8% | -6.6% | -9.3% |
| 6M | +1.3% | +8.2% | -6.9% | -2.6% |
| YTD | +7.0% | +23.6% | -16.6% | -2.9% |
| 1Y | +11.9% | +33.4% | -21.6% | -1.9% |
| 3Y | +100.7% | +45.3% | +55.3% | +64.9% |
| 5Y | +147.5% | +44.3% | +103.3% | +100.5% |
| 10Y | +586.5% | -22.8% | +609.3% | +531.5% |
| All | +636.8% | +2.3% | +634.5% | +505.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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