+285.3%
HAL vs BB
+258.8%
+26.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +2.9% | -5.6% | +8.6% | +3.7% |
| 30D | +17.0% | -11.8% | +28.8% | +18.8% |
| 3M | -9.7% | -25.5% | +15.9% | -6.9% |
| 6M | +8.6% | +121.3% | -112.6% | -4.7% |
| YTD | +33.0% | +103.2% | -70.2% | +18.0% |
| 1Y | +68.3% | +102.6% | -34.3% | +48.6% |
| 3Y | +0.1% | +37.5% | -37.4% | -11.0% |
| 5Y | +102.6% | -30.4% | +133.1% | +91.9% |
| 10Y | +3.8% | 0.0% | +3.8% | -17.3% |
| All | +285.3% | +258.8% | +26.5% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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