+595.7%
HAL vs WY
+688.1%
-92.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.0% |
| 7D | +2.9% | -1.7% | +4.7% | +3.8% |
| 30D | +17.0% | -10.1% | +27.1% | +23.0% |
| 3M | -9.7% | -5.1% | -4.5% | -8.2% |
| 6M | +8.6% | -4.8% | +13.4% | +9.4% |
| YTD | +33.0% | -0.2% | +33.2% | +30.5% |
| 1Y | +68.3% | -6.6% | +74.9% | +70.0% |
| 3Y | +0.1% | -22.7% | +22.8% | +9.4% |
| 5Y | +102.6% | -22.2% | +124.8% | +118.8% |
| 10Y | +3.8% | +7.3% | -3.5% | -2.9% |
| All | +595.7% | +688.1% | -92.4% | +252.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling