+281.4%
HL vs WST
+23.5%
+257.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.1% | -7.1% | -7.3% |
| 7D | +8.2% | +1.4% | +6.8% | +8.0% |
| 30D | -16.3% | +12.7% | -29.0% | -17.2% |
| 3M | -18.6% | +17.2% | -35.7% | -19.8% |
| 6M | -23.2% | +26.7% | -49.8% | -24.9% |
| YTD | -25.5% | +50.3% | -75.8% | -28.4% |
| 1Y | -4.8% | +50.2% | -55.0% | -8.5% |
| 3Y | +281.4% | +21.7% | +259.7% | +211.3% |
| All | +281.4% | +23.5% | +257.9% | +211.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling