+104.8%
HAL vs EWT
+485.8%
-381.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.5% |
| 7D | -6.5% | -3.7% | -2.8% | -5.1% |
| 30D | -2.1% | -17.2% | +15.1% | +7.8% |
| 3M | -4.9% | -7.3% | +2.5% | -2.1% |
| 6M | -19.3% | -1.5% | -17.8% | -21.7% |
| YTD | +14.3% | +49.0% | -34.7% | -13.9% |
| 1Y | +17.3% | +50.6% | -33.3% | -12.3% |
| 3Y | -10.9% | +148.9% | -159.8% | -51.4% |
| 5Y | +47.4% | +116.1% | -68.7% | -12.8% |
| 10Y | -20.8% | +427.8% | -448.6% | -70.0% |
| All | +104.8% | +485.8% | -381.0% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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