-20.2%
BKNG vs HAL
+63.9%
-84.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.1% |
| 7D | -10.7% | -3.3% | -7.4% | -11.1% |
| 30D | -18.1% | +7.2% | -25.3% | -17.1% |
| 3M | +8.5% | -8.8% | +17.3% | +9.1% |
| 6M | -0.1% | +3.0% | -3.0% | -0.5% |
| YTD | -18.2% | +29.4% | -47.6% | -20.7% |
| All | -20.2% | +63.9% | -84.1% | -26.1% |
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