+1.9%
HAL vs KWEB
+22.0%
-20.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.5% |
| 7D | -1.3% | -3.6% | +2.3% | -0.4% |
| 30D | +10.9% | -14.9% | +25.8% | +15.7% |
| 3M | -5.8% | -5.4% | -0.4% | -4.6% |
| 6M | +8.1% | -18.9% | +27.0% | +13.5% |
| YTD | +33.2% | -27.2% | +60.4% | +44.0% |
| 1Y | +74.2% | -34.2% | +108.4% | +93.3% |
| 3Y | -3.7% | +0.6% | -4.3% | -8.2% |
| 5Y | +111.9% | -43.5% | +155.4% | +130.0% |
| 10Y | +7.4% | -20.6% | +28.0% | -10.8% |
| All | +1.9% | +22.0% | -20.1% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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