+134.4%
HL vs WM
+331.3%
-196.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.6% | -7.0% | -6.0% |
| 7D | -7.6% | +1.2% | -8.8% | -8.0% |
| 30D | -17.5% | +15.2% | -32.7% | -21.9% |
| 3M | -26.2% | +8.3% | -34.6% | -28.6% |
| 6M | -35.1% | +13.1% | -48.2% | -39.1% |
| YTD | -30.4% | +12.5% | -42.9% | -34.9% |
| 1Y | -14.0% | +21.8% | -35.7% | -22.5% |
| 3Y | +256.3% | +48.8% | +207.5% | +185.2% |
| 5Y | +112.5% | +62.1% | +50.4% | +62.1% |
| All | +134.4% | +331.3% | -196.9% | +39.0% |
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