+1,500.4%
HL vs WTW
+1,101.3%
+399.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.2% |
| 7D | -5.6% | -7.8% | +2.2% | -2.6% |
| 30D | +12.7% | -7.9% | +20.6% | +16.4% |
| 3M | +42.5% | +19.9% | +22.6% | +31.7% |
| 6M | -9.0% | +9.8% | -18.8% | -14.1% |
| YTD | +4.4% | -3.3% | +7.7% | +3.1% |
| 1Y | +82.7% | -3.3% | +86.0% | +79.5% |
| 3Y | +406.3% | +61.5% | +344.7% | +291.2% |
| 5Y | +238.2% | +42.6% | +195.6% | +173.6% |
| 10Y | +268.9% | +197.1% | +71.8% | +110.9% |
| All | +1,500.4% | +1,101.3% | +399.1% | +490.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling