+417.4%
HL vs WST
-15.5%
+433.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | +7.1% | -0.3% | +7.3% | +7.1% |
| 30D | +21.4% | -4.6% | +26.1% | +22.1% |
| 3M | +37.4% | +5.7% | +31.7% | +36.8% |
| 6M | +0.4% | +37.6% | -37.2% | -2.8% |
| YTD | +6.7% | +23.0% | -16.4% | +4.2% |
| 1Y | +102.4% | +33.8% | +68.5% | +95.7% |
| 3Y | +417.4% | -13.4% | +430.8% | +433.7% |
| All | +417.4% | -15.5% | +433.0% | +433.7% |
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