+125.7%
WFC vs HAL
-8.1%
+133.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.3% | -0.7% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | +3.6% | +1.0% | +2.6% | +3.1% |
| 3M | -1.3% | -2.1% | +0.8% | -1.1% |
| 6M | +18.0% | -17.5% | +35.5% | +22.8% |
| YTD | -5.9% | +18.1% | -24.0% | -12.1% |
| 1Y | +1.8% | +19.7% | -17.9% | -5.5% |
| All | +125.7% | -8.1% | +133.8% | +119.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling