+96.8%
HAL vs BROS
+38.3%
+58.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.1% |
| 7D | -1.3% | -6.6% | +5.3% | -0.7% |
| 30D | +10.9% | -12.3% | +23.2% | +12.2% |
| 3M | -5.8% | -22.2% | +16.4% | -4.3% |
| 6M | +8.1% | -14.3% | +22.4% | +8.3% |
| YTD | +33.2% | -26.6% | +59.8% | +35.3% |
| 1Y | +74.2% | -31.5% | +105.7% | +77.7% |
| 3Y | -3.7% | +62.3% | -65.9% | -12.6% |
| All | +96.8% | +38.3% | +58.5% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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