+111.9%
HAL vs GWW
+221.1%
-109.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | -1.3% | -0.5% | -0.9% | -1.2% |
| 30D | +10.9% | -1.4% | +12.3% | +11.4% |
| 3M | -5.8% | -3.6% | -2.2% | -4.9% |
| 6M | +8.1% | +15.1% | -7.0% | +0.6% |
| YTD | +33.2% | +27.5% | +5.7% | +18.0% |
| 1Y | +74.2% | +29.6% | +44.6% | +52.7% |
| 3Y | -3.7% | +90.1% | -93.8% | -28.0% |
| 5Y | +111.9% | +222.6% | -110.7% | +28.7% |
| All | +111.9% | +221.1% | -109.2% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling