-17.4%
HAL vs BWA
+94.6%
-112.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | +2.6% | +7.3% | -4.6% | -1.6% |
| 30D | -0.1% | -15.8% | +15.7% | +9.7% |
| 3M | -1.1% | -25.7% | +24.6% | +15.8% |
| 6M | -20.7% | -19.6% | -1.1% | -13.1% |
| YTD | +17.5% | +14.1% | +3.5% | 0.0% |
| 1Y | +24.1% | +12.2% | +12.0% | +6.4% |
| 3Y | -8.4% | +63.8% | -72.2% | -41.1% |
| 5Y | +53.2% | +28.7% | +24.5% | +9.3% |
| All | -17.4% | +94.6% | -112.1% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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