-11.8%
BA vs HAL
+18.9%
-30.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +1.1% | -12.0% | +13.0% | -0.2% |
| 30D | -7.9% | +0.3% | -8.2% | -7.9% |
| 3M | -25.3% | -1.6% | -23.7% | -25.2% |
| 6M | -24.6% | -20.5% | -4.1% | -26.1% |
| YTD | -20.1% | +14.2% | -34.4% | -24.3% |
| 1Y | -11.8% | +18.9% | -30.6% | -17.9% |
| All | -11.8% | +18.9% | -30.6% | -17.9% |
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