-16.8%
HAL vs WCC
+453.1%
-469.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.3% | 0.0% | +1.7% |
| 7D | -0.2% | +3.3% | -3.5% | -2.2% |
| 30D | +1.0% | -9.4% | +10.4% | +4.7% |
| 3M | -2.1% | -10.5% | +8.4% | +1.1% |
| 6M | -17.5% | -10.4% | -7.1% | -16.5% |
| YTD | +18.1% | +34.4% | -16.3% | -5.8% |
| 1Y | +19.7% | +27.7% | -7.9% | -2.3% |
| 3Y | -7.9% | +137.9% | -145.9% | -52.4% |
| 5Y | +53.1% | +147.0% | -94.0% | -31.9% |
| 10Y | -16.8% | +442.5% | -459.3% | -84.1% |
| All | -16.8% | +453.1% | -469.9% | -84.1% |
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