+498.0%
HAL vs BAX
+923.3%
-425.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -6.5% | +3.6% | -10.1% | -7.6% |
| 30D | -2.1% | +8.5% | -10.6% | -5.1% |
| 3M | -4.9% | -4.9% | 0.0% | -4.1% |
| 6M | -19.3% | +47.0% | -66.3% | -29.9% |
| YTD | +14.3% | +38.4% | -24.2% | -0.5% |
| 1Y | +17.3% | +49.1% | -31.8% | -0.5% |
| 3Y | -10.9% | -14.9% | +4.0% | -12.1% |
| 5Y | +47.4% | -63.1% | +110.5% | +87.0% |
| 10Y | -20.8% | -35.6% | +14.8% | -15.7% |
| All | +498.0% | +923.3% | -425.3% | +210.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling