+59.2%
HAL vs HWM
+591.3%
-532.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.5% |
| 7D | +6.1% | +7.3% | -1.2% | +3.4% |
| 30D | +2.9% | +1.6% | +1.3% | +1.7% |
| 3M | +3.3% | -21.9% | +25.2% | +12.2% |
| 6M | -16.9% | -19.0% | +2.1% | -11.8% |
| YTD | +21.2% | +7.9% | +13.2% | +10.4% |
| 1Y | +27.5% | +9.9% | +17.6% | +14.9% |
| 3Y | -6.4% | +342.1% | -348.6% | -63.3% |
| All | +59.2% | +591.3% | -532.1% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling