+256.3%
HL vs WAT
+83.1%
+173.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.8% | -3.6% | -4.9% |
| 7D | -7.6% | +2.0% | -9.6% | -8.1% |
| 30D | -17.5% | +7.7% | -25.2% | -19.2% |
| 3M | -26.2% | +11.1% | -37.3% | -28.4% |
| 6M | -35.1% | +31.2% | -66.3% | -39.9% |
| YTD | -30.4% | +21.7% | -52.1% | -34.6% |
| 1Y | -14.0% | +19.3% | -33.3% | -18.8% |
| All | +256.3% | +83.1% | +173.2% | +147.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling