+242.3%
HAL vs BB
+338.1%
-95.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.8% | +0.5% | +3.0% |
| 7D | -0.2% | +7.3% | -7.5% | -1.2% |
| 30D | +1.0% | +11.2% | -10.2% | -0.8% |
| 3M | -2.1% | +4.7% | -6.8% | -3.5% |
| 6M | -17.5% | +51.1% | -68.6% | -23.6% |
| YTD | +18.1% | +148.0% | -129.9% | +1.4% |
| 1Y | +19.7% | +106.1% | -86.4% | +5.1% |
| 3Y | -7.9% | +158.2% | -166.2% | -24.9% |
| 5Y | +53.1% | -10.8% | +63.9% | +39.7% |
| 10Y | -16.8% | +29.3% | -46.1% | -36.3% |
| All | +242.3% | +338.1% | -95.8% | +95.2% |
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