+163.5%
HL vs BAH
+886.2%
-722.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.2% |
| 7D | +1.5% | -3.2% | +4.7% | +2.0% |
| 30D | +25.1% | +2.0% | +23.0% | +24.6% |
| 3M | +22.9% | -7.6% | +30.5% | +24.2% |
| 6M | -4.9% | -5.7% | +0.8% | -5.0% |
| YTD | +7.8% | -11.7% | +19.6% | +8.9% |
| 1Y | +133.9% | -27.4% | +161.3% | +144.7% |
| 3Y | +380.9% | -32.5% | +413.4% | +394.3% |
| 5Y | +230.2% | -3.3% | +233.5% | +208.9% |
| 10Y | +265.6% | +186.0% | +79.6% | +151.9% |
| All | +163.5% | +886.2% | -722.7% | +5.7% |
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 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