+560.2%
HL vs KWEB
+20.3%
+539.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.5% |
| 7D | -5.6% | -4.3% | -1.3% | -4.2% |
| 30D | +12.7% | -13.0% | +25.7% | +18.3% |
| 3M | +42.5% | -7.6% | +50.1% | +46.0% |
| 6M | -9.0% | -21.1% | +12.1% | -1.0% |
| YTD | +4.4% | -28.2% | +32.6% | +17.5% |
| 1Y | +82.7% | -34.9% | +117.5% | +112.5% |
| 3Y | +406.3% | -0.8% | +407.0% | +400.0% |
| 5Y | +238.2% | -43.6% | +281.7% | +280.3% |
| 10Y | +268.9% | -21.7% | +290.6% | +252.1% |
| All | +560.2% | +20.3% | +539.9% | +436.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling