+147.6%
HL vs WM
+327.3%
-179.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.3% | -7.6% | -7.4% |
| 7D | +8.2% | +1.2% | +7.0% | +7.8% |
| 30D | -16.3% | +13.7% | -30.0% | -20.4% |
| 3M | -18.6% | +5.2% | -23.8% | -20.4% |
| 6M | -23.2% | +11.2% | -34.4% | -27.6% |
| YTD | -25.5% | +9.4% | -34.9% | -29.6% |
| 1Y | -4.8% | +20.4% | -25.2% | -14.0% |
| 3Y | +281.4% | +44.7% | +236.7% | +208.4% |
| 5Y | +137.8% | +58.5% | +79.4% | +82.8% |
| All | +147.6% | +327.3% | -179.7% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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