-8.8%
BA vs HL
+116.7%
-125.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.6% |
| 7D | +2.5% | +7.1% | -4.6% | +1.4% |
| 30D | -10.1% | +21.4% | -31.6% | -12.8% |
| 3M | -2.4% | +37.4% | -39.8% | -7.3% |
| 6M | -8.8% | +0.4% | -9.2% | -10.8% |
| YTD | -2.9% | +6.7% | -9.6% | -5.5% |
| 1Y | -8.8% | +102.4% | -111.1% | -13.4% |
| All | -8.8% | +116.7% | -125.5% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling