+256.9%
HL vs BAH
+207.9%
+49.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -4.4% | +4.3% | -8.6% | -4.9% |
| 30D | +9.3% | -2.5% | +11.8% | +9.6% |
| 3M | +32.0% | -0.9% | +32.9% | +31.8% |
| 6M | -6.4% | +1.5% | -7.9% | -7.4% |
| YTD | +3.1% | -8.0% | +11.1% | +3.5% |
| 1Y | +77.6% | -24.7% | +102.3% | +83.4% |
| 3Y | +392.8% | -28.4% | +421.2% | +396.6% |
| 5Y | +234.1% | +2.8% | +231.3% | +212.2% |
| All | +256.9% | +207.9% | +49.0% | +189.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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