+398.8%
HL vs WAT
+52.2%
+346.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.7% |
| 7D | -5.6% | -2.9% | -2.7% | -4.7% |
| 30D | +12.7% | -3.2% | +16.0% | +14.1% |
| 3M | +42.5% | +10.6% | +31.9% | +38.7% |
| 6M | -9.0% | +34.0% | -43.0% | -16.8% |
| YTD | +4.4% | +5.7% | -1.4% | +2.2% |
| 1Y | +82.7% | +37.1% | +45.6% | +63.3% |
| All | +398.8% | +52.2% | +346.6% | +279.2% |
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 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