-24.1%
HAL vs W
+176.2%
-200.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.9% |
| 7D | +2.9% | -4.2% | +7.1% | +3.4% |
| 30D | +17.0% | -7.6% | +24.6% | +18.0% |
| 3M | -9.7% | +37.2% | -46.8% | -14.6% |
| 6M | +8.6% | +26.3% | -17.7% | +2.8% |
| YTD | +33.0% | -1.0% | +34.0% | +29.4% |
| 1Y | +68.3% | +20.1% | +48.2% | +57.7% |
| 3Y | +0.1% | +37.8% | -37.7% | -13.5% |
| 5Y | +102.6% | -63.7% | +166.3% | +91.5% |
| 10Y | +3.8% | +156.3% | -152.5% | -40.4% |
| All | -24.1% | +176.2% | -200.3% | -57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling