-14.9%
HAL vs WM
+330.8%
-345.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.2% |
| 7D | +6.1% | +3.2% | +2.9% | +4.1% |
| 30D | +2.9% | +13.0% | -10.1% | -4.9% |
| 3M | +3.3% | +9.2% | -5.9% | -2.6% |
| 6M | -16.9% | +13.6% | -30.6% | -24.1% |
| YTD | +21.2% | +12.4% | +8.8% | +10.7% |
| 1Y | +27.5% | +21.2% | +6.3% | +10.7% |
| 3Y | -6.4% | +48.7% | -55.1% | -33.2% |
| 5Y | +58.0% | +61.9% | -3.9% | +2.6% |
| All | -14.9% | +330.8% | -345.6% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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