+249.3%
HL vs BAH
-3.7%
+253.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +0.4% | -1.3% | +1.7% | +0.5% |
| 30D | +18.8% | -6.6% | +25.4% | +19.7% |
| 3M | +43.7% | -7.2% | +50.9% | +44.8% |
| 6M | -1.0% | -10.0% | +8.9% | -0.2% |
| YTD | +8.7% | -12.5% | +21.2% | +9.9% |
| 1Y | +105.0% | -27.9% | +132.9% | +113.2% |
| 3Y | +427.3% | -31.4% | +458.7% | +415.6% |
| 5Y | +249.3% | -3.2% | +252.5% | +216.7% |
| All | +249.3% | -3.7% | +253.0% | +216.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling