+261.2%
HL vs W
+155.6%
+105.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.3% | -3.5% |
| 7D | -5.6% | +0.5% | -6.1% | -5.7% |
| 30D | +12.7% | -5.6% | +18.3% | +14.0% |
| 3M | +42.5% | +41.9% | +0.6% | +33.1% |
| 6M | -9.0% | +30.2% | -39.2% | -14.2% |
| YTD | +4.4% | -2.9% | +7.3% | +2.8% |
| 1Y | +82.7% | +11.6% | +71.1% | +75.1% |
| 3Y | +406.3% | +37.0% | +369.3% | +339.3% |
| 5Y | +238.2% | -62.8% | +301.0% | +215.9% |
| All | +261.2% | +155.6% | +105.6% | +144.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling