+572.7%
HAL vs BRO
+25,535.4%
-24,962.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -3.3% | -7.3% | +4.0% | -1.5% |
| 30D | +8.2% | -6.9% | +15.0% | +10.0% |
| 3M | -9.4% | +10.7% | -20.1% | -12.3% |
| 6M | +0.6% | -2.7% | +3.3% | +0.2% |
| YTD | +28.6% | -16.3% | +44.9% | +32.9% |
| 1Y | +63.9% | -29.1% | +93.0% | +76.4% |
| 3Y | -7.1% | -7.8% | +0.7% | -7.8% |
| 5Y | +102.3% | +18.7% | +83.6% | +85.8% |
| 10Y | +3.7% | +291.9% | -288.2% | -25.0% |
| All | +572.7% | +25,535.4% | -24,962.8% | +287.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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