+586.3%
HAL vs BWA
+3,492.4%
-2,906.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.3% | -1.9% |
| 7D | +2.9% | +5.7% | -2.7% | +0.3% |
| 30D | +17.0% | +1.4% | +15.6% | +15.9% |
| 3M | -9.7% | -12.1% | +2.4% | -5.0% |
| 6M | +8.6% | +28.6% | -19.9% | -5.6% |
| YTD | +33.0% | +51.1% | -18.1% | +5.3% |
| 1Y | +68.3% | +55.9% | +12.4% | +30.6% |
| 3Y | +0.1% | +70.1% | -70.0% | -27.6% |
| 5Y | +102.6% | +90.7% | +11.9% | +35.8% |
| 10Y | +3.8% | +154.0% | -150.1% | -38.4% |
| All | +586.3% | +3,492.4% | -2,906.0% | +81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling