+7.4%
HAL vs WCC
+506.2%
-498.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.5% |
| 7D | -1.3% | +6.8% | -8.1% | -4.6% |
| 30D | +10.9% | -3.0% | +13.9% | +12.0% |
| 3M | -5.8% | +0.2% | -6.1% | -7.9% |
| 6M | +8.1% | +33.2% | -25.0% | -10.9% |
| YTD | +33.2% | +45.8% | -12.6% | +4.0% |
| 1Y | +74.2% | +68.4% | +5.8% | +24.0% |
| 3Y | -3.7% | +131.1% | -134.8% | -48.3% |
| 5Y | +111.9% | +225.6% | -113.7% | -19.1% |
| 10Y | +7.4% | +534.2% | -526.8% | -80.1% |
| All | +7.4% | +506.2% | -498.8% | -80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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