+228.7%
HL vs KWEB
-42.7%
+271.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -4.4% | -5.6% | +1.2% | -2.6% |
| 30D | +9.3% | -10.7% | +20.0% | +13.4% |
| 3M | +32.0% | -7.4% | +39.4% | +34.9% |
| 6M | -6.4% | -19.3% | +12.9% | +0.4% |
| YTD | +3.1% | -27.8% | +30.9% | +14.7% |
| 1Y | +77.6% | -35.9% | +113.5% | +104.6% |
| 3Y | +392.8% | -1.9% | +394.8% | +393.4% |
| All | +228.7% | -42.7% | +271.4% | +286.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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