+7.8%
WBD vs HAL
+102.8%
-95.0%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +2.0% |
| 7D | -0.6% | -3.3% | +2.7% | +0.5% |
| 30D | +4.2% | +7.2% | -3.0% | +1.5% |
| 3M | +7.5% | -8.8% | +16.3% | +10.4% |
| 6M | +1.6% | +3.0% | -1.4% | -0.8% |
| YTD | -2.2% | +29.4% | -31.5% | -12.7% |
| 1Y | +124.9% | +62.8% | +62.0% | +83.6% |
| 3Y | +149.1% | -6.4% | +155.6% | +135.4% |
| 5Y | +7.8% | +103.6% | -95.8% | -31.2% |
| All | +7.8% | +102.8% | -95.0% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 5y: compounded portfolio wealth divided by compounded HAL 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…
5y analysis · Full analysis span regression · 6 months rolling