-19.1%
HAL vs BBWI
-41.3%
+22.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.7% | -0.4% |
| 7D | -7.9% | -6.2% | -1.7% | -6.4% |
| 30D | -2.1% | +25.5% | -27.5% | -8.1% |
| 3M | +0.4% | +8.0% | -7.5% | -2.8% |
| 6M | -19.2% | +12.7% | -31.9% | -24.0% |
| YTD | +14.4% | +11.6% | +2.7% | +5.4% |
| 1Y | +18.0% | -0.9% | +18.9% | +10.8% |
| 3Y | -9.7% | -22.7% | +13.0% | -13.4% |
| 5Y | +40.1% | -67.2% | +107.3% | +65.3% |
| 10Y | -19.1% | -43.7% | +24.6% | -47.3% |
| All | -19.1% | -41.3% | +22.2% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling