-19.1%
HAL vs WM
+337.2%
-356.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -7.9% | -0.5% | -7.4% | -7.7% |
| 30D | -2.1% | +13.3% | -15.4% | -9.6% |
| 3M | +0.4% | +4.4% | -3.9% | -2.8% |
| 6M | -19.2% | +10.8% | -30.1% | -25.1% |
| YTD | +14.4% | +9.1% | +5.3% | +6.3% |
| 1Y | +18.0% | +19.1% | -1.2% | +3.3% |
| 3Y | -9.7% | +45.7% | -55.4% | -34.8% |
| 5Y | +40.1% | +60.4% | -20.3% | -9.1% |
| 10Y | -19.1% | +328.7% | -347.8% | -64.9% |
| All | -19.1% | +337.2% | -356.3% | -64.9% |
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