+133.9%
HL vs WAT
+41.4%
+92.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.2% |
| 7D | +1.5% | -1.3% | +2.8% | +1.9% |
| 30D | +25.1% | +2.3% | +22.7% | +24.6% |
| 3M | +22.9% | +8.7% | +14.2% | +21.0% |
| 6M | -4.9% | +28.3% | -33.2% | -8.4% |
| YTD | +7.8% | +7.8% | +0.1% | +5.7% |
| 1Y | +133.9% | +36.6% | +97.3% | +125.8% |
| All | +133.9% | +41.4% | +92.5% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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