+249.3%
HL vs W
-62.3%
+311.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.8% | +1.9% |
| 7D | +0.4% | +5.9% | -5.5% | -0.7% |
| 30D | +18.8% | -3.0% | +21.9% | +19.6% |
| 3M | +43.7% | +40.3% | +3.4% | +33.7% |
| 6M | -1.0% | +32.2% | -33.3% | -7.4% |
| YTD | +8.7% | -0.3% | +9.0% | +6.3% |
| 1Y | +105.0% | +16.2% | +88.8% | +94.4% |
| 3Y | +427.3% | +40.7% | +386.6% | +351.2% |
| 5Y | +249.3% | -62.3% | +311.6% | +192.9% |
| All | +249.3% | -62.3% | +311.6% | +192.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling