+117.0%
HL vs WDAY
+308.8%
-191.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.9% | -2.5% |
| 7D | -11.1% | +1.8% | -13.0% | -11.5% |
| 30D | -12.1% | +4.1% | -16.1% | -12.9% |
| 3M | -26.1% | -4.8% | -21.3% | -25.6% |
| 6M | -37.7% | +68.6% | -106.4% | -45.6% |
| YTD | -31.7% | -8.5% | -23.2% | -32.1% |
| 1Y | -11.6% | -12.1% | +0.5% | -11.6% |
| 3Y | +249.6% | -13.2% | +262.8% | +241.3% |
| 5Y | +108.5% | -33.7% | +142.3% | +109.3% |
| 10Y | +127.0% | +137.4% | -10.5% | +75.9% |
| All | +117.0% | +308.8% | -191.8% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 WDAY 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