+112.8%
HL vs WM
+61.9%
+51.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | -11.1% | +3.2% | -14.3% | -11.7% |
| 30D | -12.1% | +13.0% | -25.1% | -14.7% |
| 3M | -26.1% | +9.2% | -35.3% | -27.7% |
| 6M | -37.7% | +13.6% | -51.4% | -40.7% |
| YTD | -31.7% | +12.4% | -44.1% | -35.1% |
| 1Y | -11.6% | +21.2% | -32.9% | -18.8% |
| 3Y | +249.6% | +48.7% | +201.0% | +178.5% |
| All | +112.8% | +61.9% | +51.0% | +58.1% |
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 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