+9.9%
HL vs WST
+14,983.8%
-14,973.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.1% | -7.1% | -7.2% |
| 7D | +8.2% | +1.4% | +6.8% | +7.9% |
| 30D | -16.3% | +12.7% | -29.0% | -18.6% |
| 3M | -18.6% | +17.2% | -35.7% | -21.6% |
| 6M | -23.2% | +26.7% | -49.8% | -27.5% |
| YTD | -25.5% | +50.3% | -75.8% | -32.9% |
| 1Y | -4.8% | +50.2% | -55.0% | -14.3% |
| 3Y | +281.4% | +21.7% | +259.7% | +238.2% |
| 5Y | +137.8% | +2.0% | +135.8% | +115.9% |
| 10Y | +135.5% | +451.1% | -315.6% | +36.0% |
| All | +9.9% | +14,983.8% | -14,973.9% | -53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling