+133.9%
HL vs WAB
+48.2%
+85.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -3.0% |
| 7D | +1.5% | -3.2% | +4.7% | +4.1% |
| 30D | +25.1% | -4.4% | +29.5% | +29.3% |
| 3M | +22.9% | +7.9% | +15.0% | +13.4% |
| 6M | -4.9% | +8.7% | -13.6% | -13.5% |
| YTD | +7.8% | +33.0% | -25.1% | -14.6% |
| 1Y | +133.9% | +46.7% | +87.2% | +84.0% |
| All | +133.9% | +48.2% | +85.7% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling