-20.8%
HAL vs WM
+329.9%
-350.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | -6.5% | +1.2% | -7.6% | -7.2% |
| 30D | -2.1% | +13.7% | -15.8% | -9.9% |
| 3M | -4.9% | +5.2% | -10.1% | -8.3% |
| 6M | -19.3% | +11.2% | -30.5% | -25.3% |
| YTD | +14.3% | +9.4% | +4.9% | +6.1% |
| 1Y | +17.3% | +20.4% | -3.1% | +2.1% |
| 3Y | -10.9% | +44.7% | -55.6% | -35.3% |
| 5Y | +47.4% | +58.5% | -11.1% | -3.2% |
| 10Y | -20.8% | +326.4% | -347.2% | -65.5% |
| All | -20.8% | +329.9% | -350.7% | -65.5% |
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