+27.5%
HAL vs BROS
-37.3%
+64.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.5% | -3.4% | +3.2% |
| 7D | +6.1% | +6.3% | -0.2% | +6.2% |
| 30D | +2.9% | -8.3% | +11.2% | +3.1% |
| 3M | +3.3% | -29.8% | +33.1% | +1.9% |
| 6M | -16.9% | -25.8% | +8.9% | -19.0% |
| YTD | +21.2% | -41.4% | +62.5% | +17.0% |
| 1Y | +27.5% | -35.2% | +62.7% | +21.5% |
| All | +27.5% | -37.3% | +64.8% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling