-22.1%
BA vs HL
+145.7%
-167.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.2% |
| 7D | +1.1% | +8.9% | -7.9% | -0.4% |
| 30D | -7.9% | -10.1% | +2.1% | -6.6% |
| 3M | -25.3% | -7.0% | -18.3% | -25.1% |
| 6M | -24.6% | -18.8% | -5.8% | -23.2% |
| YTD | -20.1% | -23.1% | +3.0% | -19.3% |
| 1Y | -11.8% | +8.9% | -20.6% | -16.2% |
| 3Y | -10.1% | +255.0% | -265.1% | -34.9% |
| All | -22.1% | +145.7% | -167.9% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling