-3.4%
HAL vs HWM
+1,323.5%
-1,326.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -10.7% | +10.0% | +5.1% |
| 7D | +0.5% | -9.2% | +9.6% | +5.3% |
| 30D | +15.9% | -17.9% | +33.8% | +27.8% |
| 3M | -8.7% | -6.0% | -2.7% | -7.5% |
| 6M | +9.0% | -7.4% | +16.4% | +9.0% |
| YTD | +32.0% | +13.1% | +18.9% | +16.8% |
| 1Y | +72.5% | +29.3% | +43.2% | +40.3% |
| 3Y | -4.5% | +389.9% | -394.5% | -67.7% |
| 5Y | +109.7% | +655.5% | -545.9% | -46.7% |
| All | -3.4% | +1,323.5% | -1,326.9% | -83.3% |
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