+634.9%
HLT vs PBR
+474.0%
+160.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -1.6% | +5.4% | -7.0% | -2.5% |
| 30D | -5.0% | +22.9% | -27.9% | -8.3% |
| 3M | -10.4% | +19.6% | -30.0% | -13.3% |
| 6M | +3.2% | +16.5% | -13.2% | -0.1% |
| YTD | +6.7% | +86.7% | -79.9% | -4.9% |
| 1Y | +10.3% | +74.7% | -64.4% | -0.9% |
| 3Y | +99.3% | +102.6% | -3.2% | +72.3% |
| 5Y | +143.7% | +566.6% | -422.9% | +66.2% |
| 10Y | +584.7% | +686.1% | -101.3% | +317.4% |
| All | +634.9% | +474.0% | +160.9% | +313.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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