+249.3%
HL vs HWM
+658.8%
-409.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | +0.4% | -8.0% | +8.4% | +3.6% |
| 30D | +18.8% | -18.0% | +36.8% | +28.1% |
| 3M | +43.7% | -9.5% | +53.2% | +48.5% |
| 6M | -1.0% | -8.4% | +7.3% | +1.7% |
| YTD | +8.7% | +13.6% | -4.9% | +2.5% |
| 1Y | +105.0% | +30.2% | +74.8% | +82.6% |
| 3Y | +427.3% | +392.2% | +35.1% | +138.9% |
| 5Y | +249.3% | +645.2% | -395.9% | +24.6% |
| All | +249.3% | +658.8% | -409.6% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling