+72.3%
BA vs HL
+239.3%
-167.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.5% |
| 7D | +2.5% | +7.1% | -4.6% | +1.3% |
| 30D | -10.1% | +21.4% | -31.6% | -13.2% |
| 3M | -2.4% | +37.4% | -39.8% | -7.9% |
| 6M | -8.8% | +0.4% | -9.2% | -10.0% |
| YTD | -2.9% | +6.7% | -9.6% | -6.4% |
| 1Y | -8.8% | +102.4% | -111.1% | -21.7% |
| 3Y | -0.3% | +417.4% | -417.7% | -30.2% |
| 5Y | -0.3% | +243.3% | -243.6% | -28.3% |
| 10Y | +72.3% | +242.6% | -170.2% | -0.5% |
| All | +72.3% | +239.3% | -167.0% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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