-18.6%
HAL vs WM
+339.4%
-358.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +1.0% |
| 7D | -12.0% | +1.2% | -13.2% | -12.7% |
| 30D | +0.3% | +13.1% | -12.8% | -7.4% |
| 3M | -1.6% | +3.6% | -5.2% | -4.3% |
| 6M | -20.5% | +8.1% | -28.6% | -25.1% |
| YTD | +14.2% | +8.9% | +5.3% | +6.3% |
| 1Y | +18.9% | +20.3% | -1.5% | +3.4% |
| 3Y | -13.7% | +46.2% | -59.9% | -37.9% |
| 5Y | +42.2% | +59.9% | -17.7% | -7.6% |
| All | -18.6% | +339.4% | -358.0% | -64.5% |
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