+105.0%
HL vs WST
+33.7%
+71.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +0.4% | -1.7% | +2.0% | +0.6% |
| 30D | +18.8% | -4.3% | +23.1% | +19.5% |
| 3M | +43.7% | +0.7% | +43.0% | +44.1% |
| 6M | -1.0% | +36.0% | -37.1% | -3.3% |
| YTD | +8.7% | +22.7% | -14.0% | +6.1% |
| 1Y | +105.0% | +34.1% | +70.9% | +97.4% |
| All | +105.0% | +33.7% | +71.3% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 1y: compounded portfolio wealth divided by compounded WST 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…
1y analysis · Full analysis span regression · 6 months rolling