-16.8%
HAL vs HWM
+1,554.5%
-1,571.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.3% | +1.1% | +2.2% |
| 7D | -0.2% | +5.0% | -5.2% | -2.9% |
| 30D | +1.0% | +1.5% | -0.5% | -1.0% |
| 3M | -2.1% | -20.3% | +18.2% | +8.2% |
| 6M | -17.5% | -18.0% | +0.5% | -11.4% |
| YTD | +18.1% | +9.5% | +8.6% | +4.8% |
| 1Y | +19.7% | +7.5% | +12.3% | +7.0% |
| 3Y | -7.9% | +355.7% | -363.6% | -68.0% |
| 5Y | +53.1% | +610.2% | -557.1% | -60.4% |
| 10Y | -16.8% | +1,516.8% | -1,533.5% | -85.6% |
| All | -16.8% | +1,554.5% | -1,571.3% | -85.6% |
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