-20.4%
BA vs HAL
+52.6%
-73.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.7% | -0.1% |
| 7D | -1.4% | -0.2% | -1.2% | -1.3% |
| 30D | -7.9% | +1.0% | -8.9% | -8.3% |
| 3M | -25.2% | -2.1% | -23.0% | -25.0% |
| 6M | -26.7% | -17.5% | -9.3% | -24.0% |
| YTD | -19.6% | +18.1% | -37.7% | -25.1% |
| 1Y | -10.6% | +19.7% | -30.3% | -17.1% |
| 3Y | -11.2% | -7.9% | -3.3% | -14.8% |
| 5Y | -20.4% | +53.1% | -73.5% | -44.5% |
| All | -20.4% | +52.6% | -73.0% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling