+27.5%
HAL vs WAB
+42.5%
-15.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +4.0% | +3.2% |
| 7D | +6.1% | +5.1% | +1.0% | +5.6% |
| 30D | +2.9% | +4.0% | -1.1% | +2.6% |
| 3M | +3.3% | +0.1% | +3.2% | +3.4% |
| 6M | -16.9% | +12.8% | -29.7% | -17.8% |
| YTD | +21.2% | +40.1% | -18.9% | +5.2% |
| 1Y | +27.5% | +46.4% | -18.8% | +7.9% |
| All | +27.5% | +42.5% | -15.0% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling