+96.5%
HAL vs BROS
+43.3%
+53.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | +2.9% | -6.7% | +9.6% | +3.6% |
| 30D | +17.0% | -29.1% | +46.1% | +20.4% |
| 3M | -9.7% | -16.7% | +7.1% | -8.8% |
| 6M | +8.6% | -11.6% | +20.2% | +8.5% |
| YTD | +33.0% | -23.9% | +56.9% | +34.7% |
| 1Y | +68.3% | -34.8% | +103.1% | +72.8% |
| 3Y | +0.1% | +62.1% | -62.0% | -9.1% |
| All | +96.5% | +43.3% | +53.2% | +88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling