+79.1%
HAL vs BROS
+10.5%
+68.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.5% | -3.4% | +2.5% |
| 7D | +6.1% | +6.3% | -0.2% | +5.4% |
| 30D | +2.9% | -8.3% | +11.2% | +3.4% |
| 3M | +3.3% | -29.8% | +33.1% | +6.4% |
| 6M | -16.9% | -25.8% | +8.9% | -15.7% |
| YTD | +21.2% | -41.4% | +62.5% | +25.3% |
| 1Y | +27.5% | -35.2% | +62.7% | +30.2% |
| 3Y | -6.4% | +32.8% | -39.2% | -13.7% |
| 5Y | +58.0% | -42.2% | +100.2% | +48.4% |
| All | +79.1% | +10.5% | +68.6% | +75.2% |
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