+595.7%
HAL vs WSM
+34,755.7%
-34,159.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -1.0% |
| 7D | +2.9% | -3.3% | +6.2% | +3.5% |
| 30D | +17.0% | -8.4% | +25.4% | +18.9% |
| 3M | -9.7% | +9.7% | -19.3% | -11.6% |
| 6M | +8.6% | +16.7% | -8.1% | +4.6% |
| YTD | +33.0% | +28.7% | +4.3% | +25.5% |
| 1Y | +68.3% | +13.7% | +54.7% | +62.3% |
| 3Y | +0.1% | +230.1% | -230.0% | -23.2% |
| 5Y | +102.6% | +179.0% | -76.3% | +55.9% |
| 10Y | +3.8% | +1,002.5% | -998.7% | -39.9% |
| All | +595.7% | +34,755.7% | -34,159.9% | +164.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling