+65.4%
HAL vs BR
+1,281.7%
-1,216.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.1% |
| 7D | -1.3% | -5.0% | +3.7% | +1.7% |
| 30D | +10.9% | -2.5% | +13.3% | +12.2% |
| 3M | -5.8% | +13.5% | -19.3% | -13.9% |
| 6M | +8.1% | -9.4% | +17.5% | +12.3% |
| YTD | +33.2% | -23.3% | +56.5% | +51.7% |
| 1Y | +74.2% | -31.6% | +105.8% | +112.5% |
| 3Y | -3.7% | -5.1% | +1.4% | -6.7% |
| 5Y | +111.9% | +8.2% | +103.7% | +80.8% |
| 10Y | +7.4% | +189.8% | -182.4% | -53.2% |
| All | +65.4% | +1,281.7% | -1,216.3% | -77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling