-0.9%
BA vs HL
+235.4%
-236.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.2% |
| 7D | +1.2% | +1.5% | -0.3% | +0.8% |
| 30D | -11.6% | +25.1% | -36.7% | -15.2% |
| 3M | -2.4% | +22.9% | -25.3% | -6.5% |
| 6M | -6.6% | -4.9% | -1.7% | -7.3% |
| YTD | -2.2% | +7.8% | -10.1% | -6.0% |
| 1Y | -8.0% | +133.9% | -141.9% | -23.6% |
| 3Y | -5.0% | +380.9% | -385.9% | -34.0% |
| All | -0.9% | +235.4% | -236.4% | -31.3% |
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