+7.4%
HAL vs WAB
+282.7%
-275.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.9% |
| 7D | -1.3% | +0.2% | -1.6% | -1.5% |
| 30D | +10.9% | -4.6% | +15.4% | +14.4% |
| 3M | -5.8% | +5.6% | -11.5% | -11.0% |
| 6M | +8.1% | +13.8% | -5.7% | -4.8% |
| YTD | +33.2% | +31.9% | +1.3% | +4.9% |
| 1Y | +74.2% | +48.3% | +25.9% | +24.8% |
| 3Y | -3.7% | +167.1% | -170.8% | -57.3% |
| 5Y | +111.9% | +222.9% | -111.0% | -20.5% |
| 10Y | +7.4% | +289.9% | -282.5% | -69.2% |
| All | +7.4% | +282.7% | -275.3% | -69.2% |
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