+230.9%
HAL vs BB
+307.3%
-76.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -0.8% |
| 7D | -12.0% | +3.8% | -15.8% | -12.5% |
| 30D | +0.3% | -0.3% | +0.6% | 0.0% |
| 3M | -1.6% | -0.5% | -1.2% | -2.3% |
| 6M | -20.5% | +45.9% | -66.4% | -26.1% |
| YTD | +14.2% | +130.6% | -116.4% | -1.0% |
| 1Y | +18.9% | +89.2% | -70.3% | +5.6% |
| 3Y | -13.7% | +137.5% | -151.2% | -28.8% |
| 5Y | +42.2% | -20.9% | +63.1% | +32.0% |
| 10Y | -16.7% | +25.4% | -42.1% | -36.0% |
| All | +230.9% | +307.3% | -76.4% | +90.6% |
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