+392.8%
HL vs WSM
+230.1%
+162.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | -4.4% | -0.5% | -3.8% | -4.2% |
| 30D | +9.3% | -7.7% | +17.0% | +11.9% |
| 3M | +32.0% | +3.8% | +28.2% | +30.4% |
| 6M | -6.4% | +22.7% | -29.1% | -12.3% |
| YTD | +3.1% | +28.0% | -24.9% | -4.1% |
| 1Y | +77.6% | +12.7% | +64.8% | +70.1% |
| 3Y | +392.8% | +231.3% | +161.6% | +169.1% |
| All | +392.8% | +230.1% | +162.7% | +169.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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