+3.2%
HAL vs WST
+322.7%
-319.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | +2.9% | +0.7% | +2.2% | +2.8% |
| 30D | +17.0% | -3.1% | +20.2% | +17.7% |
| 3M | -9.7% | +7.2% | -16.9% | -11.1% |
| 6M | +8.6% | +36.8% | -28.2% | +1.2% |
| YTD | +33.0% | +23.8% | +9.1% | +26.2% |
| 1Y | +68.3% | +37.8% | +30.5% | +55.9% |
| 3Y | +0.1% | -15.9% | +16.0% | -2.0% |
| 5Y | +102.6% | -25.8% | +128.5% | +98.9% |
| All | +3.2% | +322.7% | -319.4% | -47.1% |
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