+2.6%
HAL vs GWW
+570.2%
-567.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.0% |
| 7D | -3.3% | -3.4% | 0.0% | -1.5% |
| 30D | +8.2% | -1.9% | +10.1% | +9.1% |
| 3M | -9.4% | -2.4% | -7.0% | -8.9% |
| 6M | +0.6% | +15.7% | -15.1% | -8.7% |
| YTD | +28.6% | +27.6% | +1.0% | +9.9% |
| 1Y | +63.9% | +27.2% | +36.7% | +39.8% |
| 3Y | -7.1% | +89.7% | -96.8% | -38.1% |
| 5Y | +102.3% | +223.9% | -121.6% | -6.5% |
| All | +2.6% | +570.2% | -567.6% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling