+2.6%
HAL vs WTW
+198.0%
-195.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -3.3% | -5.7% | +2.4% | -0.3% |
| 30D | +8.2% | -7.3% | +15.4% | +12.3% |
| 3M | -9.4% | +21.5% | -30.9% | -19.6% |
| 6M | +0.6% | +9.6% | -9.0% | -6.7% |
| YTD | +28.6% | -3.3% | +31.9% | +27.0% |
| 1Y | +63.9% | -6.1% | +70.0% | +64.6% |
| 3Y | -7.1% | +61.8% | -69.0% | -37.3% |
| 5Y | +102.3% | +42.7% | +59.7% | +45.6% |
| All | +2.6% | +198.0% | -195.5% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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