-20.8%
HAL vs BWA
+95.2%
-116.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.9% | +1.0% |
| 7D | -6.5% | -2.4% | -4.0% | -5.3% |
| 30D | -2.1% | -17.7% | +15.6% | +8.9% |
| 3M | -4.9% | -27.0% | +22.1% | +12.5% |
| 6M | -19.3% | -17.3% | -2.0% | -13.0% |
| YTD | +14.3% | +12.9% | +1.4% | -2.2% |
| 1Y | +17.3% | +12.9% | +4.4% | +0.1% |
| 3Y | -10.9% | +62.1% | -73.0% | -42.3% |
| 5Y | +47.4% | +30.7% | +16.7% | +3.7% |
| 10Y | -20.8% | +89.2% | -110.0% | -59.4% |
| All | -20.8% | +95.2% | -116.0% | -59.4% |
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