+256.9%
HL vs WING
+407.7%
-150.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.0% | -7.2% | -2.4% |
| 7D | -4.4% | +7.2% | -11.6% | -5.8% |
| 30D | +9.3% | +4.8% | +4.5% | +8.0% |
| 3M | +32.0% | -23.7% | +55.7% | +38.4% |
| 6M | -6.4% | -43.6% | +37.1% | +3.6% |
| YTD | +3.1% | -50.6% | +53.7% | +16.8% |
| 1Y | +77.6% | -57.0% | +134.6% | +104.9% |
| 3Y | +392.8% | -28.3% | +421.1% | +363.5% |
| 5Y | +234.1% | -32.4% | +266.5% | +202.3% |
| All | +256.9% | +407.7% | -150.8% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 10y: compounded portfolio wealth divided by compounded WING 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…
10y analysis · Full analysis span regression · 6 months rolling