-14.9%
HAL vs WSM
+1,131.4%
-1,146.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.7% |
| 7D | +6.1% | 0.0% | +6.1% | +6.1% |
| 30D | +2.9% | +5.1% | -2.2% | +1.0% |
| 3M | +3.3% | +5.1% | -1.8% | +1.3% |
| 6M | -16.9% | +48.6% | -65.5% | -27.1% |
| YTD | +21.2% | +44.2% | -23.0% | +6.3% |
| 1Y | +27.5% | +38.1% | -10.5% | +13.2% |
| 3Y | -6.4% | +257.2% | -263.7% | -42.1% |
| 5Y | +58.0% | +165.1% | -107.1% | +3.0% |
| All | -14.9% | +1,131.4% | -1,146.2% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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