-16.8%
HAL vs WST
+452.9%
-469.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.3% |
| 7D | -0.2% | +1.1% | -1.3% | -0.4% |
| 30D | +1.0% | +12.4% | -11.4% | -1.2% |
| 3M | -2.1% | +17.6% | -19.7% | -5.2% |
| 6M | -17.5% | +28.3% | -45.7% | -21.7% |
| YTD | +18.1% | +50.5% | -32.4% | +7.9% |
| 1Y | +19.7% | +49.4% | -29.7% | +9.4% |
| 3Y | -7.9% | +21.9% | -29.8% | -17.5% |
| 5Y | +53.1% | +0.4% | +52.7% | +39.9% |
| 10Y | -16.8% | +451.5% | -468.3% | -58.2% |
| All | -16.8% | +452.9% | -469.6% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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