+7.4%
HAL vs WPM
+523.6%
-516.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.7% |
| 7D | -1.3% | +3.9% | -5.2% | -1.9% |
| 30D | +10.9% | +17.7% | -6.8% | +8.0% |
| 3M | -5.8% | +39.4% | -45.3% | -11.1% |
| 6M | +8.1% | +6.4% | +1.7% | +6.0% |
| YTD | +33.2% | +34.0% | -0.8% | +24.6% |
| 1Y | +74.2% | +50.5% | +23.7% | +58.4% |
| 3Y | -3.7% | +280.3% | -284.0% | -29.0% |
| 5Y | +111.9% | +266.3% | -154.4% | +54.4% |
| 10Y | +7.4% | +550.8% | -543.4% | -27.5% |
| All | +7.4% | +523.6% | -516.2% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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