+25.0%
HL vs W
+21.5%
+3.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +11.0% | +2.2% | +9.6% |
| 7D | +0.2% | +8.4% | -8.2% | -2.3% |
| 30D | -12.1% | +16.5% | -28.6% | -16.2% |
| 3M | -2.8% | +6.4% | -9.3% | -5.4% |
| 6M | -14.9% | +90.5% | -105.5% | -32.6% |
| YTD | -22.0% | +23.1% | -45.1% | -29.3% |
| 1Y | +25.0% | +24.3% | +0.7% | +11.6% |
| All | +25.0% | +21.5% | +3.5% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling