+595.7%
HAL vs BBWI
+1,034.6%
-438.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.3% |
| 7D | +2.9% | +1.5% | +1.4% | +2.5% |
| 30D | +17.0% | -5.2% | +22.2% | +18.1% |
| 3M | -9.7% | +11.1% | -20.8% | -13.3% |
| 6M | +8.6% | -13.4% | +22.0% | +9.1% |
| YTD | +33.0% | +0.1% | +32.9% | +27.5% |
| 1Y | +68.3% | -36.1% | +104.4% | +79.2% |
| 3Y | +0.1% | -44.1% | +44.2% | +5.4% |
| 5Y | +102.6% | -66.2% | +168.9% | +132.0% |
| 10Y | +3.8% | -54.8% | +58.6% | -8.1% |
| All | +595.7% | +1,034.6% | -438.9% | +158.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling