-3.8%
HAL vs BAH
-31.5%
+27.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | +2.9% | -3.2% | +6.2% | +3.3% |
| 30D | +17.0% | +2.0% | +15.0% | +16.7% |
| 3M | -9.7% | -7.6% | -2.0% | -9.0% |
| 6M | +8.6% | -5.7% | +14.3% | +8.9% |
| YTD | +33.0% | -11.7% | +44.7% | +33.7% |
| 1Y | +68.3% | -27.4% | +95.7% | +72.7% |
| All | -3.8% | -31.5% | +27.6% | -6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling