+59.1%
HL vs WM
+26,336.4%
-26,277.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.3% |
| 7D | +1.5% | -0.3% | +1.8% | +1.5% |
| 30D | +25.1% | -2.4% | +27.4% | +25.4% |
| 3M | +22.9% | +0.4% | +22.5% | +22.4% |
| 6M | -4.9% | -9.5% | +4.6% | -4.1% |
| YTD | +7.8% | +0.5% | +7.3% | +7.1% |
| 1Y | +133.9% | -1.1% | +135.0% | +132.5% |
| 3Y | +380.9% | +46.0% | +334.9% | +349.8% |
| 5Y | +230.2% | +51.8% | +178.4% | +207.3% |
| 10Y | +265.6% | +307.5% | -41.9% | +199.6% |
| All | +59.1% | +26,336.4% | -26,277.3% | +10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling