-13.6%
BKNG vs HAL
+25.6%
-39.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -3.1% | +13.0% | +8.9% |
| 7D | +15.6% | -7.7% | +23.3% | +13.2% |
| 30D | +8.0% | +0.7% | +7.3% | +8.2% |
| 3M | -11.8% | +2.5% | -14.2% | -10.9% |
| 6M | +3.8% | -20.7% | +24.5% | +1.1% |
| YTD | -19.6% | +18.4% | -38.0% | -23.3% |
| 1Y | -13.6% | +25.6% | -39.2% | -18.9% |
| All | -13.6% | +25.6% | -39.2% | -18.9% |
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