+79.9%
HL vs BAH
+1,077.1%
-997.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -5.6% | -1.6% | -4.0% | -5.3% |
| 30D | -16.2% | +18.0% | -34.2% | -18.8% |
| 3M | -20.5% | +11.4% | -31.9% | -22.3% |
| 6M | -31.7% | +17.7% | -49.3% | -34.3% |
| YTD | -26.4% | +5.4% | -31.7% | -28.2% |
| 1Y | -4.3% | +2.8% | -7.1% | -6.4% |
| 3Y | +276.9% | -26.7% | +303.5% | +283.2% |
| 5Y | +124.1% | +8.1% | +116.0% | +105.7% |
| 10Y | +144.6% | +202.5% | -57.9% | +68.4% |
| All | +79.9% | +1,077.1% | -997.2% | -30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling