-19.1%
HAL vs BAH
+218.8%
-237.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.3% |
| 7D | -7.9% | -1.5% | -6.4% | -7.6% |
| 30D | -2.1% | +17.3% | -19.3% | -6.5% |
| 3M | +0.4% | +14.9% | -14.4% | -3.9% |
| 6M | -19.2% | +14.2% | -33.5% | -23.1% |
| YTD | +14.4% | +5.1% | +9.2% | +10.1% |
| 1Y | +18.0% | +2.1% | +15.9% | +14.5% |
| 3Y | -9.7% | -26.0% | +16.3% | -8.4% |
| 5Y | +40.1% | +9.0% | +31.2% | +19.0% |
| 10Y | -19.1% | +208.8% | -227.9% | -39.4% |
| All | -19.1% | +218.8% | -237.9% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling