+26.6%
BA vs HAL
-18.9%
+45.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | 0.0% | -6.5% | +6.5% | +2.7% |
| 30D | -8.9% | -2.1% | -6.8% | -8.4% |
| 3M | -25.5% | -4.9% | -20.7% | -24.5% |
| 6M | -27.0% | -19.3% | -7.7% | -21.7% |
| YTD | -20.1% | +14.3% | -34.4% | -27.3% |
| 1Y | -11.0% | +17.3% | -28.3% | -20.1% |
| 3Y | -11.8% | -10.9% | -0.9% | -14.6% |
| 5Y | -20.6% | +47.4% | -68.1% | -45.1% |
| 10Y | +26.6% | -20.8% | +47.4% | -28.8% |
| All | +26.6% | -18.9% | +45.6% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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