+96.3%
HL vs WAB
+4,115.8%
-4,019.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -1.3% |
| 7D | +7.1% | +1.7% | +5.4% | +6.5% |
| 30D | +21.4% | -2.4% | +23.9% | +22.5% |
| 3M | +37.4% | +9.7% | +27.8% | +32.9% |
| 6M | +0.4% | +16.5% | -16.1% | -4.6% |
| YTD | +6.7% | +33.7% | -27.0% | -3.0% |
| 1Y | +102.4% | +49.7% | +52.7% | +77.3% |
| 3Y | +417.4% | +170.9% | +246.5% | +273.0% |
| 5Y | +243.3% | +228.0% | +15.3% | +132.3% |
| 10Y | +242.6% | +284.8% | -42.2% | +108.9% |
| All | +96.3% | +4,115.8% | -4,019.5% | -23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling