+7.4%
HAL vs WAT
+156.2%
-148.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -1.3% | -1.8% | +0.5% | -0.6% |
| 30D | +10.9% | -1.7% | +12.6% | +11.5% |
| 3M | -5.8% | +9.1% | -14.9% | -9.6% |
| 6M | +8.1% | +32.4% | -24.3% | -5.8% |
| YTD | +33.2% | +6.6% | +26.6% | +26.5% |
| 1Y | +74.2% | +34.7% | +39.5% | +47.7% |
| 3Y | -3.7% | +53.6% | -57.3% | -27.5% |
| 5Y | +111.9% | -4.1% | +116.0% | +98.8% |
| 10Y | +7.4% | +167.9% | -160.5% | -41.5% |
| All | +7.4% | +156.2% | -148.8% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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