+228.7%
HL vs WCN
+24.9%
+203.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -4.4% | -3.1% | -1.2% | -3.0% |
| 30D | +9.3% | -3.4% | +12.7% | +11.0% |
| 3M | +32.0% | +3.0% | +29.0% | +28.5% |
| 6M | -6.4% | -3.8% | -2.7% | -6.2% |
| YTD | +3.1% | -8.3% | +11.5% | +6.7% |
| 1Y | +77.6% | -9.7% | +87.3% | +85.2% |
| 3Y | +392.8% | +17.2% | +375.7% | +326.2% |
| All | +228.7% | +24.9% | +203.7% | +166.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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