-16.8%
HAL vs BUD
-4.5%
-12.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.3% | +5.6% | +4.7% |
| 7D | -0.2% | +0.5% | -0.7% | -0.6% |
| 30D | +1.0% | +7.4% | -6.4% | -3.8% |
| 3M | -2.1% | +4.3% | -6.4% | -5.4% |
| 6M | -17.5% | +5.3% | -22.8% | -21.3% |
| YTD | +18.1% | +33.2% | -15.1% | -4.0% |
| 1Y | +19.7% | +31.8% | -12.0% | -2.1% |
| 3Y | -7.9% | +47.8% | -55.7% | -33.7% |
| 5Y | +53.1% | +50.2% | +2.9% | +3.4% |
| 10Y | -16.8% | -4.8% | -12.0% | -44.2% |
| All | -16.8% | -4.5% | -12.3% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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