+366.4%
HL vs WING
+637.4%
-271.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.9% |
| 7D | -11.1% | -2.5% | -8.6% | -10.6% |
| 30D | -12.1% | +29.5% | -41.6% | -16.7% |
| 3M | -26.1% | +40.2% | -66.3% | -31.5% |
| 6M | -37.7% | +32.7% | -70.4% | -42.1% |
| YTD | -31.7% | -32.8% | +1.1% | -27.8% |
| 1Y | -11.6% | -31.7% | +20.1% | -7.1% |
| 3Y | +249.6% | -24.7% | +274.4% | +232.6% |
| 5Y | +108.5% | -0.5% | +109.0% | +75.5% |
| 10Y | +127.0% | +647.5% | -520.5% | +21.9% |
| All | +366.4% | +637.4% | -271.0% | +146.6% |
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