+249.6%
HL vs W
+161.9%
+87.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | -11.1% | +0.2% | -11.3% | -11.1% |
| 30D | -12.1% | +6.8% | -18.9% | -13.3% |
| 3M | -26.1% | +10.7% | -36.8% | -27.7% |
| 6M | -37.7% | +86.3% | -124.1% | -46.4% |
| YTD | -31.7% | +11.5% | -43.2% | -35.4% |
| 1Y | -11.6% | +5.1% | -16.7% | -15.6% |
| 3Y | +249.6% | +171.0% | +78.7% | +150.3% |
| All | +249.6% | +161.9% | +87.7% | +150.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling