+256.9%
HL vs WAT
+170.9%
+86.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.7% |
| 7D | -4.4% | -0.3% | -4.1% | -4.3% |
| 30D | +9.3% | -1.9% | +11.2% | +10.2% |
| 3M | +32.0% | +13.5% | +18.5% | +27.1% |
| 6M | -6.4% | +37.2% | -43.7% | -15.8% |
| YTD | +3.1% | +7.5% | -4.4% | -0.1% |
| 1Y | +77.6% | +35.0% | +42.6% | +59.0% |
| 3Y | +392.8% | +55.1% | +337.7% | +307.5% |
| 5Y | +234.1% | -2.8% | +236.9% | +211.4% |
| All | +256.9% | +170.9% | +86.0% | +148.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling