-13.7%
HAL vs BROS
+25.7%
-39.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.1% | -0.1% |
| 7D | -12.0% | -21.2% | +9.3% | -10.6% |
| 30D | +0.3% | -11.6% | +11.8% | +1.0% |
| 3M | -1.6% | -36.7% | +35.1% | +1.4% |
| 6M | -20.5% | -42.8% | +22.3% | -18.1% |
| YTD | +14.2% | -44.8% | +59.1% | +17.6% |
| 1Y | +18.9% | -36.5% | +55.4% | +20.2% |
| 3Y | -13.7% | +27.0% | -40.7% | -19.1% |
| All | -13.7% | +25.7% | -39.4% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling