+2.6%
HAL vs BR
+189.7%
-187.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -3.3% | -3.0% | -0.3% | -1.9% |
| 30D | +8.2% | -0.3% | +8.5% | +8.0% |
| 3M | -9.4% | +17.3% | -26.7% | -17.4% |
| 6M | +0.6% | -6.7% | +7.3% | +2.8% |
| YTD | +28.6% | -23.4% | +52.0% | +45.5% |
| 1Y | +63.9% | -32.7% | +96.6% | +99.3% |
| 3Y | -7.1% | -5.9% | -1.2% | -9.3% |
| 5Y | +102.3% | +8.4% | +93.9% | +74.6% |
| All | +2.6% | +189.7% | -187.1% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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