-20.8%
HAL vs BP
+124.7%
-145.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | 0.0% |
| 7D | -6.5% | -6.3% | -0.2% | +0.3% |
| 30D | -2.1% | -3.6% | +1.5% | +1.3% |
| 3M | -4.9% | +5.2% | -10.1% | -11.1% |
| 6M | -19.3% | +5.3% | -24.6% | -25.4% |
| YTD | +14.3% | +33.1% | -18.8% | -20.1% |
| 1Y | +17.3% | +26.3% | -9.0% | -13.4% |
| 3Y | -10.9% | +47.5% | -58.4% | -45.8% |
| 5Y | +47.4% | +106.2% | -58.8% | -39.8% |
| 10Y | -20.8% | +127.0% | -147.8% | -68.6% |
| All | -20.8% | +124.7% | -145.5% | -68.6% |
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