+242.6%
HL vs WM
+305.2%
-62.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | +7.1% | -0.9% | +8.0% | +7.4% |
| 30D | +21.4% | -4.3% | +25.8% | +23.4% |
| 3M | +37.4% | +0.8% | +36.7% | +35.4% |
| 6M | +0.4% | -10.8% | +11.2% | +3.6% |
| YTD | +6.7% | -0.1% | +6.7% | +4.5% |
| 1Y | +102.4% | +1.0% | +101.3% | +96.3% |
| 3Y | +417.4% | +45.1% | +372.3% | +312.0% |
| 5Y | +243.3% | +52.1% | +191.2% | +165.6% |
| 10Y | +242.6% | +302.9% | -60.4% | +85.1% |
| All | +242.6% | +305.2% | -62.7% | +85.1% |
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