+741.3%
HL vs W
+176.2%
+565.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.0% | -2.9% |
| 7D | +1.5% | -4.2% | +5.6% | +2.1% |
| 30D | +25.1% | -7.6% | +32.6% | +26.7% |
| 3M | +22.9% | +37.2% | -14.3% | +16.3% |
| 6M | -4.9% | +26.3% | -31.2% | -9.3% |
| YTD | +7.8% | -1.0% | +8.8% | +6.1% |
| 1Y | +133.9% | +20.1% | +113.8% | +122.9% |
| 3Y | +380.9% | +37.8% | +343.1% | +324.0% |
| 5Y | +230.2% | -63.7% | +293.9% | +208.7% |
| 10Y | +265.6% | +156.3% | +109.2% | +162.7% |
| All | +741.3% | +176.2% | +565.1% | +521.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling