-14.9%
HAL vs WAB
+266.7%
-281.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +4.0% | +3.7% |
| 7D | +6.1% | +5.1% | +1.0% | +2.3% |
| 30D | +2.9% | +4.0% | -1.1% | -0.6% |
| 3M | +3.3% | +0.1% | +3.2% | +2.3% |
| 6M | -16.9% | +12.8% | -29.7% | -25.9% |
| YTD | +21.2% | +40.1% | -18.9% | -9.4% |
| 1Y | +27.5% | +46.4% | -18.8% | -7.9% |
| 3Y | -6.4% | +167.4% | -173.8% | -58.7% |
| 5Y | +58.0% | +215.0% | -157.0% | -40.0% |
| All | -14.9% | +266.7% | -281.5% | -75.3% |
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