+66.9%
HL vs BAH
+1,076.0%
-1,009.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | -11.1% | +1.7% | -12.8% | -11.4% |
| 30D | -12.1% | +20.8% | -32.9% | -15.2% |
| 3M | -26.1% | +11.6% | -37.7% | -27.8% |
| 6M | -37.7% | +23.1% | -60.8% | -40.6% |
| YTD | -31.7% | +5.3% | -37.0% | -33.4% |
| 1Y | -11.6% | +6.1% | -17.8% | -14.2% |
| 3Y | +249.6% | -27.5% | +277.1% | +256.5% |
| 5Y | +108.5% | +6.2% | +102.3% | +92.2% |
| 10Y | +127.0% | +202.2% | -75.3% | +56.3% |
| All | +66.9% | +1,076.0% | -1,009.1% | -35.4% |
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