+1.2%
HAL vs BP
+126.3%
-125.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.2% | -3.4% |
| 7D | +0.5% | +0.9% | -0.5% | -0.7% |
| 30D | +15.9% | +9.1% | +6.8% | +5.1% |
| 3M | -8.7% | +3.9% | -12.6% | -13.6% |
| 6M | +9.0% | +13.6% | -4.6% | -7.6% |
| YTD | +32.0% | +34.0% | -2.0% | -7.5% |
| 1Y | +72.5% | +39.2% | +33.3% | +15.3% |
| 3Y | -4.5% | +36.4% | -41.0% | -36.1% |
| 5Y | +109.7% | +135.8% | -26.1% | -26.0% |
| 10Y | +1.2% | +125.0% | -123.8% | -58.0% |
| All | +1.2% | +126.3% | -125.1% | -58.0% |
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