-2.7%
HAL vs HWM
+1,494.1%
-1,496.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | +2.9% | -2.1% | +5.0% | +3.7% |
| 30D | +17.0% | -11.0% | +28.0% | +24.0% |
| 3M | -9.7% | +4.0% | -13.7% | -13.1% |
| 6M | +8.6% | -0.2% | +8.9% | +4.9% |
| YTD | +33.0% | +26.7% | +6.3% | +11.1% |
| 1Y | +68.3% | +44.7% | +23.6% | +29.4% |
| 3Y | +0.1% | +426.1% | -426.0% | -67.1% |
| 5Y | +102.6% | +738.5% | -635.9% | -51.1% |
| All | -2.7% | +1,494.1% | -1,496.8% | -84.1% |
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