+417.4%
HL vs HWM
+385.3%
+32.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -10.7% | +9.6% | +2.4% |
| 7D | +7.1% | -9.2% | +16.2% | +10.2% |
| 30D | +21.4% | -17.9% | +39.3% | +28.8% |
| 3M | +37.4% | -6.0% | +43.5% | +39.1% |
| 6M | +0.4% | -7.4% | +7.8% | +2.3% |
| YTD | +6.7% | +13.1% | -6.4% | +3.1% |
| 1Y | +102.4% | +29.3% | +73.1% | +88.8% |
| 3Y | +417.4% | +389.9% | +27.5% | +282.8% |
| All | +417.4% | +385.3% | +32.1% | +282.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling