+228.7%
HL vs WBD
+6.4%
+222.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -4.4% | -0.7% | -3.6% | -4.2% |
| 30D | +9.3% | +1.4% | +7.9% | +9.0% |
| 3M | +32.0% | +4.4% | +27.6% | +30.5% |
| 6M | -6.4% | +0.8% | -7.3% | -6.6% |
| YTD | +3.1% | -2.7% | +5.8% | +3.6% |
| 1Y | +77.6% | +73.4% | +4.2% | +55.7% |
| 3Y | +392.8% | +142.1% | +250.7% | +270.5% |
| All | +228.7% | +6.4% | +222.3% | +160.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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