+256.9%
HL vs WTW
+198.0%
+58.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -4.4% | -5.7% | +1.4% | -2.6% |
| 30D | +9.3% | -7.3% | +16.6% | +12.0% |
| 3M | +32.0% | +21.5% | +10.5% | +23.1% |
| 6M | -6.4% | +9.6% | -16.1% | -10.6% |
| YTD | +3.1% | -3.3% | +6.4% | +2.9% |
| 1Y | +77.6% | -6.1% | +83.7% | +78.4% |
| 3Y | +392.8% | +61.8% | +331.0% | +282.0% |
| 5Y | +234.1% | +42.7% | +191.4% | +171.0% |
| All | +256.9% | +198.0% | +58.9% | +144.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling