+130.0%
HL vs BAH
+198.8%
-68.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | -11.1% | +1.7% | -12.8% | -11.3% |
| 30D | -12.1% | +20.8% | -32.9% | -14.3% |
| 3M | -26.1% | +11.6% | -37.7% | -27.3% |
| 6M | -37.7% | +23.1% | -60.8% | -39.8% |
| YTD | -31.7% | +5.3% | -37.0% | -32.8% |
| 1Y | -11.6% | +6.1% | -17.8% | -13.3% |
| 3Y | +249.6% | -27.5% | +277.1% | +255.0% |
| 5Y | +108.5% | +6.2% | +102.3% | +94.2% |
| All | +130.0% | +198.8% | -68.7% | +90.0% |
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