+3.2%
HAL vs BAX
-37.2%
+40.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.6% |
| 7D | -3.3% | -5.4% | +2.2% | -1.6% |
| 30D | +7.2% | -12.4% | +19.6% | +11.6% |
| 3M | -8.8% | +19.1% | -27.9% | -14.8% |
| 6M | +3.0% | +38.6% | -35.6% | -9.6% |
| YTD | +29.4% | +26.7% | +2.7% | +15.9% |
| 1Y | +62.8% | +1.0% | +61.8% | +57.2% |
| 3Y | -6.4% | -33.9% | +27.4% | +2.3% |
| 5Y | +103.6% | -67.0% | +170.7% | +199.5% |
| All | +3.2% | -37.2% | +40.4% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BAX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling