+149.4%
HL vs WM
+59.1%
+90.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +2.4% |
| 7D | +8.9% | +1.2% | +7.7% | +8.7% |
| 30D | -10.1% | +13.1% | -23.1% | -12.9% |
| 3M | -7.0% | +3.6% | -10.7% | -8.0% |
| 6M | -18.8% | +8.1% | -26.8% | -21.5% |
| YTD | -23.1% | +8.9% | -32.0% | -26.4% |
| 1Y | +8.9% | +20.3% | -11.4% | -0.3% |
| 3Y | +255.0% | +46.2% | +208.8% | +182.7% |
| All | +149.4% | +59.1% | +90.3% | +86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling