-14.0%
HL vs HWM
+7.2%
-21.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.3% |
| 7D | -7.6% | +11.1% | -18.7% | -11.9% |
| 30D | -17.5% | +3.0% | -20.5% | -19.1% |
| 3M | -26.2% | -20.7% | -5.5% | -17.3% |
| 6M | -35.1% | -17.2% | -17.9% | -29.5% |
| YTD | -30.4% | +9.1% | -39.5% | -36.8% |
| 1Y | -14.0% | +9.0% | -23.0% | -19.1% |
| All | -14.0% | +7.2% | -21.2% | -19.1% |
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