-10.0%
HL vs BAH
+5.3%
-15.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.6% | -5.4% |
| 7D | -7.6% | -2.6% | -5.0% | -7.7% |
| 30D | -17.5% | +20.4% | -37.8% | -17.3% |
| 3M | -26.2% | +11.9% | -38.1% | -26.1% |
| 6M | -35.1% | +17.1% | -52.2% | -34.6% |
| YTD | -30.4% | +5.5% | -35.9% | -27.6% |
| All | -10.0% | +5.3% | -15.3% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling