+3.2%
HAL vs WY
+7.2%
-4.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.2% | -1.1% |
| 7D | -3.3% | -3.7% | +0.4% | -0.8% |
| 30D | +7.2% | -11.3% | +18.5% | +16.0% |
| 3M | -8.8% | -8.1% | -0.6% | -4.6% |
| 6M | +3.0% | -7.4% | +10.4% | +5.6% |
| YTD | +29.4% | -4.7% | +34.1% | +29.3% |
| 1Y | +62.8% | -9.2% | +72.0% | +67.6% |
| 3Y | -6.4% | -24.7% | +18.3% | +6.6% |
| 5Y | +103.6% | -21.6% | +125.2% | +117.5% |
| All | +3.2% | +7.2% | -4.0% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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