-18.6%
HAL vs HWM
+1,473.3%
-1,491.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -1.6% |
| 7D | -12.0% | +3.4% | -15.4% | -14.0% |
| 30D | +0.3% | -7.5% | +7.8% | +3.4% |
| 3M | -1.6% | -28.9% | +27.3% | +15.7% |
| 6M | -20.5% | -19.6% | -0.9% | -14.1% |
| YTD | +14.2% | +0.6% | +13.6% | +6.2% |
| 1Y | +18.9% | +0.3% | +18.5% | +10.2% |
| 3Y | -13.7% | +326.1% | -339.9% | -68.9% |
| 5Y | +42.2% | +525.2% | -483.0% | -60.4% |
| All | -18.6% | +1,473.3% | -1,491.9% | -85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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