+1.2%
HAL vs WEC
+143.0%
-141.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | +0.5% | +0.8% | -0.3% | +0.3% |
| 30D | +15.9% | +0.3% | +15.6% | +15.8% |
| 3M | -8.7% | -2.9% | -5.8% | -8.2% |
| 6M | +9.0% | -5.9% | +15.0% | +10.3% |
| YTD | +32.0% | +4.1% | +27.9% | +30.2% |
| 1Y | +72.5% | +3.1% | +69.3% | +70.2% |
| 3Y | -4.5% | +40.8% | -45.3% | -13.6% |
| 5Y | +109.7% | +31.7% | +78.0% | +92.0% |
| 10Y | +1.2% | +141.1% | -139.9% | -5.6% |
| All | +1.2% | +143.0% | -141.8% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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