-17.4%
HAL vs BP
+141.7%
-159.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.8% | -1.8% |
| 7D | +2.6% | +2.5% | +0.1% | -0.1% |
| 30D | -0.1% | -5.6% | +5.5% | +5.9% |
| 3M | -1.1% | +8.0% | -9.2% | -10.2% |
| 6M | -20.7% | +5.7% | -26.4% | -27.0% |
| YTD | +17.5% | +36.8% | -19.3% | -20.2% |
| 1Y | +24.1% | +30.7% | -6.6% | -11.8% |
| 3Y | -8.4% | +51.6% | -60.0% | -45.9% |
| 5Y | +53.2% | +112.2% | -59.0% | -39.3% |
| All | -17.4% | +141.7% | -159.2% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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