-14.9%
HAL vs WCN
+322.1%
-336.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +6.1% | +2.6% | +3.5% | +4.7% |
| 30D | +2.9% | +23.9% | -21.0% | -8.7% |
| 3M | +3.3% | +17.4% | -14.1% | -5.7% |
| 6M | -16.9% | +28.0% | -44.9% | -28.1% |
| YTD | +21.2% | +11.6% | +9.6% | +12.3% |
| 1Y | +27.5% | +16.9% | +10.7% | +14.8% |
| 3Y | -6.4% | +51.6% | -58.0% | -31.5% |
| 5Y | +58.0% | +48.0% | +10.0% | +15.2% |
| All | -14.9% | +322.1% | -336.9% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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