+248.5%
HL vs HWM
+1,330.2%
-1,081.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | +0.4% | -8.0% | +8.4% | +3.0% |
| 30D | +18.8% | -18.0% | +36.8% | +26.3% |
| 3M | +43.7% | -9.5% | +53.2% | +47.8% |
| 6M | -1.0% | -8.4% | +7.3% | +1.4% |
| YTD | +8.7% | +13.6% | -4.9% | +3.8% |
| 1Y | +105.0% | +30.2% | +74.8% | +86.8% |
| 3Y | +427.3% | +392.2% | +35.1% | +198.4% |
| 5Y | +249.3% | +645.2% | -395.9% | +71.9% |
| All | +248.5% | +1,330.2% | -1,081.7% | +49.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling