+3.2%
HAL vs WU
-39.5%
+42.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.1% | -2.5% |
| 7D | -3.3% | -5.0% | +1.7% | -0.8% |
| 30D | +7.2% | -2.3% | +9.5% | +8.1% |
| 3M | -8.8% | -3.2% | -5.6% | -10.2% |
| 6M | +3.0% | -25.0% | +28.0% | +15.6% |
| YTD | +29.4% | -21.7% | +51.1% | +40.9% |
| 1Y | +62.8% | -9.0% | +71.8% | +60.2% |
| 3Y | -6.4% | -28.9% | +22.4% | +2.4% |
| 5Y | +103.6% | -51.0% | +154.7% | +177.3% |
| All | +3.2% | -39.5% | +42.7% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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