+249.3%
HL vs WAT
-4.9%
+254.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | +0.4% | -1.8% | +2.2% | +1.1% |
| 30D | +18.8% | -1.7% | +20.5% | +19.8% |
| 3M | +43.7% | +9.1% | +34.7% | +39.7% |
| 6M | -1.0% | +32.4% | -33.5% | -11.1% |
| YTD | +8.7% | +6.6% | +2.1% | +5.3% |
| 1Y | +105.0% | +34.7% | +70.3% | +80.1% |
| 3Y | +427.3% | +53.6% | +373.7% | +309.5% |
| 5Y | +249.3% | -4.1% | +253.4% | +183.4% |
| All | +249.3% | -4.9% | +254.2% | +183.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling