+74.5%
HAL vs BROS
+7.7%
+66.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.4% |
| 7D | -0.2% | -20.4% | +20.2% | +1.7% |
| 30D | +1.0% | -6.1% | +7.1% | +1.3% |
| 3M | -2.1% | -29.4% | +27.3% | +0.7% |
| 6M | -17.5% | -31.5% | +14.1% | -15.6% |
| YTD | +18.1% | -42.8% | +60.9% | +22.4% |
| 1Y | +19.7% | -37.5% | +57.2% | +22.7% |
| 3Y | -7.9% | +27.2% | -35.1% | -14.7% |
| 5Y | +53.1% | -47.0% | +100.0% | +44.0% |
| All | +74.5% | +7.7% | +66.8% | +71.2% |
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