+95.0%
HL vs WAT
+12,173.3%
-12,078.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -11.1% | +0.6% | -11.7% | -11.2% |
| 30D | -12.1% | +5.4% | -17.5% | -12.8% |
| 3M | -26.1% | +11.3% | -37.4% | -27.4% |
| 6M | -37.7% | +37.4% | -75.2% | -41.0% |
| YTD | -31.7% | +21.2% | -52.9% | -34.3% |
| 1Y | -11.6% | +21.3% | -33.0% | -15.1% |
| 3Y | +249.6% | +83.4% | +166.3% | +209.4% |
| 5Y | +108.5% | +29.0% | +79.5% | +94.6% |
| 10Y | +127.0% | +223.9% | -96.9% | +82.3% |
| All | +95.0% | +12,173.3% | -12,078.3% | +24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling