-18.6%
HAL vs WST
+441.1%
-459.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.1% | -0.6% |
| 7D | -12.0% | -3.1% | -8.9% | -11.4% |
| 30D | +0.3% | +9.1% | -8.8% | -1.4% |
| 3M | -1.6% | +14.7% | -16.3% | -4.2% |
| 6M | -20.5% | +28.0% | -48.5% | -24.6% |
| YTD | +14.2% | +45.6% | -31.4% | +5.0% |
| 1Y | +18.9% | +45.7% | -26.8% | +9.2% |
| 3Y | -13.7% | +21.1% | -34.8% | -22.8% |
| 5Y | +42.2% | +0.3% | +41.9% | +29.3% |
| All | -18.6% | +441.1% | -459.7% | -58.6% |
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