+1.2%
HAL vs W
+146.2%
-145.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.8% |
| 7D | +0.5% | +6.5% | -6.0% | -0.4% |
| 30D | +15.9% | -6.2% | +22.2% | +16.8% |
| 3M | -8.7% | +48.9% | -57.6% | -15.2% |
| 6M | +9.0% | +31.2% | -22.2% | +2.2% |
| YTD | +32.0% | -0.4% | +32.5% | +28.1% |
| 1Y | +72.5% | +14.8% | +57.6% | +61.9% |
| 3Y | -4.5% | +40.5% | -45.1% | -19.0% |
| 5Y | +109.7% | -62.1% | +171.8% | +98.6% |
| 10Y | +1.2% | +141.5% | -140.3% | -52.1% |
| All | +1.2% | +146.2% | -145.0% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling