+117.9%
WFC vs HAL
-17.4%
+135.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.3% | -1.1% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | +3.6% | +1.0% | +2.6% | +3.0% |
| 3M | -1.3% | -2.1% | +0.8% | -1.0% |
| 6M | +18.0% | -17.5% | +35.5% | +24.7% |
| YTD | -5.9% | +18.1% | -24.0% | -13.3% |
| 1Y | +1.8% | +19.7% | -17.9% | -6.9% |
| 3Y | +125.0% | -7.9% | +132.9% | +118.9% |
| 5Y | +92.0% | +53.1% | +38.9% | +43.3% |
| 10Y | +117.9% | -16.8% | +134.7% | +43.5% |
| All | +117.9% | -17.4% | +135.3% | +43.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling