-19.1%
HAL vs WEC
+178.6%
-197.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | -7.9% | +0.2% | -8.1% | -8.0% |
| 30D | -2.1% | +12.9% | -15.0% | -4.8% |
| 3M | +0.4% | +9.8% | -9.4% | -1.8% |
| 6M | -19.2% | +6.7% | -26.0% | -20.6% |
| YTD | +14.4% | +14.0% | +0.4% | +10.4% |
| 1Y | +18.0% | +7.3% | +10.6% | +15.5% |
| 3Y | -9.7% | +63.8% | -73.5% | -21.2% |
| 5Y | +40.1% | +54.8% | -14.6% | +23.6% |
| 10Y | -19.1% | +185.7% | -204.8% | -21.2% |
| All | -19.1% | +178.6% | -197.7% | -21.2% |
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