+245.7%
HL vs HWM
+1,494.1%
-1,248.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.3% |
| 7D | +1.5% | -2.1% | +3.6% | +2.0% |
| 30D | +25.1% | -11.0% | +36.0% | +29.5% |
| 3M | +22.9% | +4.0% | +18.9% | +20.7% |
| 6M | -4.9% | -0.2% | -4.7% | -5.1% |
| YTD | +7.8% | +26.7% | -18.8% | -0.6% |
| 1Y | +133.9% | +44.7% | +89.2% | +106.1% |
| 3Y | +380.9% | +426.1% | -45.2% | +166.8% |
| 5Y | +230.2% | +738.5% | -508.3% | +56.5% |
| All | +245.7% | +1,494.1% | -1,248.4% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling