-10.6%
BA vs HAL
+21.0%
-31.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.7% | +1.0% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | -7.9% | +1.0% | -8.9% | -7.8% |
| 3M | -25.2% | -2.1% | -23.0% | -25.2% |
| 6M | -26.7% | -17.5% | -9.3% | -27.9% |
| YTD | -19.6% | +18.1% | -37.7% | -23.6% |
| 1Y | -10.6% | +19.7% | -30.3% | -15.6% |
| All | -10.6% | +21.0% | -31.6% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling