+133.9%
HL vs HWM
+48.6%
+85.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.2% |
| 7D | +1.5% | -2.1% | +3.6% | +2.5% |
| 30D | +25.1% | -11.0% | +36.0% | +32.9% |
| 3M | +22.9% | +4.0% | +18.9% | +17.7% |
| 6M | -4.9% | -0.2% | -4.7% | -6.8% |
| YTD | +7.8% | +26.7% | -18.8% | -5.5% |
| 1Y | +133.9% | +44.7% | +89.2% | +88.0% |
| All | +133.9% | +48.6% | +85.3% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling