-9.0%
HL vs WTW
+7.8%
-16.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -3.8% |
| 7D | -5.6% | -7.8% | +2.2% | -8.4% |
| 30D | +12.7% | -7.9% | +20.6% | +9.0% |
| 3M | +42.5% | +19.9% | +22.6% | +60.5% |
| 6M | -9.0% | +9.8% | -18.8% | +0.4% |
| All | -9.0% | +7.8% | -16.8% | +0.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling