-16.4%
HAL vs HWM
+1,165.4%
-1,181.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -1.6% |
| 7D | -12.0% | +3.3% | -15.3% | -14.0% |
| 30D | +0.3% | -7.6% | +7.9% | +3.4% |
| 3M | -1.6% | -28.9% | +27.3% | +15.7% |
| 6M | -20.5% | -19.7% | -0.8% | -14.1% |
| YTD | +14.2% | +0.5% | +13.7% | +6.2% |
| 1Y | +18.9% | +0.3% | +18.6% | +10.3% |
| 3Y | -13.7% | +325.8% | -339.6% | -68.8% |
| 5Y | +42.2% | +524.7% | -482.6% | -60.1% |
| 10Y | -16.7% | +1,491.8% | -1,508.5% | -84.9% |
| All | -16.4% | +1,165.4% | -1,181.8% | -84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling