-19.1%
HAL vs WAT
+232.2%
-251.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.0% | -1.5% |
| 7D | -7.9% | +6.0% | -13.9% | -10.1% |
| 30D | -2.1% | +9.9% | -12.0% | -5.8% |
| 3M | +0.4% | +17.2% | -16.7% | -6.1% |
| 6M | -19.2% | +34.2% | -53.5% | -29.2% |
| YTD | +14.4% | +25.5% | -11.1% | +1.4% |
| 1Y | +18.0% | +28.3% | -10.3% | +3.4% |
| 3Y | -9.7% | +88.4% | -98.1% | -37.8% |
| 5Y | +40.1% | +36.1% | +4.0% | +9.3% |
| 10Y | -19.1% | +234.8% | -253.9% | -59.1% |
| All | -19.1% | +232.2% | -251.3% | -59.1% |
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