+234.6%
HL vs HWM
+1,301.3%
-1,066.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -3.3% |
| 7D | -5.6% | -12.5% | +6.9% | -1.4% |
| 30D | +12.7% | -19.0% | +31.7% | +20.4% |
| 3M | +42.5% | -8.6% | +51.1% | +46.1% |
| 6M | -9.0% | -10.2% | +1.2% | -6.1% |
| YTD | +4.4% | +11.3% | -6.9% | +0.3% |
| 1Y | +82.7% | +24.3% | +58.4% | +69.0% |
| 3Y | +406.3% | +382.3% | +24.0% | +188.5% |
| 5Y | +238.2% | +640.6% | -402.5% | +66.9% |
| All | +234.6% | +1,301.3% | -1,066.6% | +44.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling