+272.7%
WBD vs HAL
+123.7%
+149.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.2% |
| 7D | +3.1% | +3.5% | -0.4% | +1.8% |
| 30D | +1.0% | +2.2% | -1.2% | +0.2% |
| 3M | +1.3% | +9.4% | -8.1% | -2.1% |
| 6M | -8.7% | +22.4% | -31.2% | -15.5% |
| YTD | -0.9% | +43.0% | -43.9% | -13.3% |
| 1Y | -13.6% | +28.4% | -42.0% | -21.7% |
| 3Y | -38.8% | -9.1% | -29.7% | -39.2% |
| 5Y | +19.3% | +33.2% | -13.9% | +0.9% |
| 10Y | +279.4% | +71.3% | +208.1% | +149.0% |
| All | +272.7% | +123.7% | +149.0% | +150.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling