-34.8%
HAL vs W
+210.4%
-245.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | -0.1% |
| 7D | -12.0% | -3.6% | -8.4% | -11.7% |
| 30D | +0.3% | +7.0% | -6.7% | -0.8% |
| 3M | -1.6% | +7.4% | -9.0% | -3.0% |
| 6M | -20.5% | +69.3% | -89.8% | -27.4% |
| YTD | +14.2% | +11.3% | +2.9% | +9.1% |
| 1Y | +18.9% | +13.2% | +5.6% | +12.9% |
| 3Y | -13.7% | +142.0% | -155.8% | -30.6% |
| 5Y | +42.2% | -54.6% | +96.8% | +29.9% |
| 10Y | -16.7% | +243.7% | -260.4% | -53.6% |
| All | -34.8% | +210.4% | -245.2% | -63.8% |
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