-20.8%
HAL vs WAB
+288.7%
-309.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.8% | -1.3% |
| 7D | -6.5% | +4.0% | -10.5% | -9.3% |
| 30D | -2.1% | +6.3% | -8.4% | -6.9% |
| 3M | -4.9% | +3.3% | -8.1% | -7.9% |
| 6M | -19.3% | +14.5% | -33.8% | -28.7% |
| YTD | +14.3% | +42.7% | -28.4% | -15.6% |
| 1Y | +17.3% | +45.2% | -27.9% | -14.7% |
| 3Y | -10.9% | +173.8% | -184.7% | -61.3% |
| 5Y | +47.4% | +223.8% | -176.4% | -45.1% |
| 10Y | -20.8% | +280.5% | -301.3% | -77.7% |
| All | -20.8% | +288.7% | -309.5% | -77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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