-12.8%
BKNG vs HAL
+74.7%
-87.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -1.0% |
| 7D | -6.0% | +2.9% | -8.9% | -5.5% |
| 30D | -6.6% | +17.0% | -23.7% | -4.1% |
| 3M | +15.7% | -9.7% | +25.3% | +16.6% |
| 6M | +14.1% | +8.6% | +5.5% | +14.1% |
| YTD | -9.3% | +33.0% | -42.3% | -11.2% |
| 1Y | -12.8% | +68.3% | -81.1% | -17.4% |
| All | -12.8% | +74.7% | -87.5% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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