+29.2%
HAL vs BAH
+886.2%
-857.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.2% |
| 7D | +2.9% | -3.2% | +6.2% | +3.9% |
| 30D | +17.0% | +2.0% | +15.0% | +16.2% |
| 3M | -9.7% | -7.6% | -2.0% | -8.0% |
| 6M | +8.6% | -5.7% | +14.3% | +9.2% |
| YTD | +33.0% | -11.7% | +44.7% | +35.2% |
| 1Y | +68.3% | -27.4% | +95.7% | +81.1% |
| 3Y | +0.1% | -32.5% | +32.6% | +4.8% |
| 5Y | +102.6% | -3.3% | +106.0% | +83.4% |
| 10Y | +3.8% | +186.0% | -182.2% | -34.1% |
| All | +29.2% | +886.2% | -857.0% | -54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling