-20.5%
HAL vs HWM
-17.8%
-2.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | 0.0% |
| 7D | -12.0% | +3.3% | -15.3% | -11.2% |
| 30D | +0.3% | -7.6% | +7.9% | -0.4% |
| 3M | -1.6% | -28.9% | +27.3% | -7.4% |
| 6M | -20.5% | -19.7% | -0.8% | -20.8% |
| All | -20.5% | -17.8% | -2.6% | -20.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling