+463.4%
HAL vs WAB
+4,398.0%
-3,934.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.8% | -0.8% |
| 7D | -6.5% | +4.0% | -10.5% | -8.2% |
| 30D | -2.1% | +6.3% | -8.4% | -5.0% |
| 3M | -4.9% | +3.3% | -8.1% | -6.7% |
| 6M | -19.3% | +14.5% | -33.8% | -25.0% |
| YTD | +14.3% | +42.7% | -28.4% | -4.3% |
| 1Y | +17.3% | +45.2% | -27.9% | -2.7% |
| 3Y | -10.9% | +173.8% | -184.7% | -44.5% |
| 5Y | +47.4% | +223.8% | -176.4% | -14.8% |
| 10Y | -20.8% | +280.5% | -301.3% | -56.7% |
| All | +463.4% | +4,398.0% | -3,934.6% | +61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling