+26.6%
BA vs HL
+110.9%
-84.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.3% | +7.8% | +1.8% |
| 7D | 0.0% | +8.2% | -8.1% | -1.4% |
| 30D | -8.9% | -16.3% | +7.4% | -6.7% |
| 3M | -25.5% | -18.6% | -7.0% | -23.7% |
| 6M | -27.0% | -23.2% | -3.8% | -25.0% |
| YTD | -20.1% | -25.5% | +5.3% | -18.8% |
| 1Y | -11.0% | -4.8% | -6.2% | -13.5% |
| 3Y | -11.8% | +281.4% | -293.2% | -35.6% |
| 5Y | -20.6% | +137.8% | -158.5% | -39.8% |
| 10Y | +26.6% | +135.5% | -108.9% | -24.4% |
| All | +26.6% | +110.9% | -84.2% | -24.4% |
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