+207.8%
HL vs WAT
+10,816.8%
-10,609.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.3% |
| 7D | +1.5% | -1.3% | +2.8% | +1.7% |
| 30D | +25.1% | +2.3% | +22.7% | +24.7% |
| 3M | +22.9% | +8.7% | +14.2% | +21.3% |
| 6M | -4.9% | +28.3% | -33.2% | -9.2% |
| YTD | +7.8% | +7.8% | +0.1% | +5.9% |
| 1Y | +133.9% | +36.6% | +97.3% | +119.9% |
| 3Y | +380.9% | +45.7% | +335.2% | +342.7% |
| 5Y | +230.2% | -3.3% | +233.5% | +222.6% |
| 10Y | +265.6% | +162.1% | +103.5% | +203.3% |
| All | +207.8% | +10,816.8% | -10,609.0% | +100.6% |
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