+244.2%
HL vs WM
+52.1%
+192.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.2% |
| 7D | +1.5% | -0.3% | +1.8% | +1.5% |
| 30D | +25.1% | -2.4% | +27.4% | +25.7% |
| 3M | +22.9% | +0.4% | +22.5% | +21.3% |
| 6M | -4.9% | -9.5% | +4.6% | -2.6% |
| YTD | +7.8% | +0.5% | +7.3% | +5.6% |
| 1Y | +133.9% | -1.1% | +135.0% | +130.0% |
| 3Y | +380.9% | +46.0% | +334.9% | +277.5% |
| All | +244.2% | +52.1% | +192.1% | +158.7% |
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