+628.4%
HL vs WING
+407.0%
+221.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | +7.1% | -0.1% | +7.2% | +7.1% |
| 30D | +21.4% | -6.0% | +27.5% | +22.6% |
| 3M | +37.4% | -23.5% | +60.9% | +44.1% |
| 6M | +0.4% | -52.0% | +52.4% | +14.6% |
| YTD | +6.7% | -53.8% | +60.5% | +22.2% |
| 1Y | +102.4% | -63.8% | +166.2% | +141.1% |
| 3Y | +417.4% | -30.8% | +448.2% | +393.8% |
| 5Y | +243.3% | -34.3% | +277.6% | +214.5% |
| 10Y | +242.6% | +352.4% | -109.8% | +103.5% |
| All | +628.4% | +407.0% | +221.4% | +317.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling