-19.1%
HAL vs W
+268.4%
-287.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.5% | -0.5% |
| 7D | -7.9% | +3.3% | -11.2% | -8.4% |
| 30D | -2.1% | +10.5% | -12.6% | -3.7% |
| 3M | +0.4% | +9.6% | -9.2% | -1.4% |
| 6M | -19.2% | +76.4% | -95.6% | -27.2% |
| YTD | +14.4% | +16.4% | -2.0% | +8.2% |
| 1Y | +18.0% | +9.3% | +8.6% | +12.2% |
| 3Y | -9.7% | +172.8% | -182.5% | -30.1% |
| 5Y | +40.1% | -53.4% | +93.5% | +28.5% |
| 10Y | -19.1% | +243.6% | -262.7% | -63.6% |
| All | -19.1% | +268.4% | -287.6% | -63.6% |
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