-17.4%
HAL vs W
+211.1%
-228.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.2% |
| 7D | +2.6% | -1.7% | +4.3% | +2.8% |
| 30D | -0.1% | +3.2% | -3.3% | -0.8% |
| 3M | -1.1% | +8.3% | -9.4% | -2.7% |
| 6M | -20.7% | +84.3% | -105.0% | -29.0% |
| YTD | +17.5% | +11.0% | +6.5% | +11.9% |
| 1Y | +24.1% | -0.2% | +24.3% | +19.7% |
| 3Y | -8.4% | +157.9% | -166.3% | -28.6% |
| 5Y | +53.2% | -56.8% | +110.0% | +42.3% |
| All | -17.4% | +211.1% | -228.6% | -61.3% |
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