+109.7%
HAL vs WAB
+231.1%
-121.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | +0.5% | +1.7% | -1.2% | -0.5% |
| 30D | +15.9% | -2.4% | +18.4% | +17.4% |
| 3M | -8.7% | +9.7% | -18.4% | -14.7% |
| 6M | +9.0% | +16.5% | -7.5% | -3.1% |
| YTD | +32.0% | +33.7% | -1.7% | +7.0% |
| 1Y | +72.5% | +49.7% | +22.8% | +29.0% |
| 3Y | -4.5% | +170.9% | -175.5% | -53.6% |
| 5Y | +109.7% | +228.0% | -118.4% | -13.7% |
| All | +109.7% | +231.1% | -121.4% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling