+7.4%
HAL vs BWA
+142.7%
-135.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.8% |
| 7D | -1.3% | +0.1% | -1.5% | -1.5% |
| 30D | +10.9% | -5.6% | +16.4% | +14.2% |
| 3M | -5.8% | -10.7% | +4.8% | -0.7% |
| 6M | +8.1% | +23.2% | -15.1% | -7.7% |
| YTD | +33.2% | +46.0% | -12.8% | -0.5% |
| 1Y | +74.2% | +51.2% | +23.0% | +26.3% |
| 3Y | -3.7% | +69.6% | -73.3% | -38.3% |
| 5Y | +111.9% | +86.6% | +25.3% | +20.7% |
| 10Y | +7.4% | +152.3% | -144.9% | -53.2% |
| All | +7.4% | +142.7% | -135.3% | -53.2% |
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