+256.3%
HL vs WM
+48.8%
+207.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.6% | -7.0% | -5.3% |
| 7D | -7.6% | +1.2% | -8.8% | -7.5% |
| 30D | -17.5% | +15.2% | -32.7% | -16.5% |
| 3M | -26.2% | +8.3% | -34.6% | -25.6% |
| 6M | -35.1% | +13.1% | -48.2% | -35.0% |
| YTD | -30.4% | +12.5% | -42.9% | -30.5% |
| 1Y | -14.0% | +21.8% | -35.7% | -15.6% |
| All | +256.3% | +48.8% | +207.5% | +264.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling