+432.9%
HL vs W
+210.9%
+222.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.9% |
| 7D | -11.1% | +0.2% | -11.3% | -11.1% |
| 30D | -12.1% | +6.8% | -18.9% | -12.9% |
| 3M | -26.1% | +10.7% | -36.8% | -27.2% |
| 6M | -37.7% | +86.3% | -124.1% | -43.8% |
| YTD | -31.7% | +11.5% | -43.2% | -34.0% |
| 1Y | -11.6% | +5.1% | -16.7% | -14.0% |
| 3Y | +249.6% | +171.0% | +78.7% | +182.5% |
| 5Y | +108.5% | -56.6% | +165.1% | +90.4% |
| 10Y | +127.0% | +213.4% | -86.4% | +59.6% |
| All | +432.9% | +210.9% | +222.0% | +286.7% |
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