+256.9%
HL vs WU
-39.1%
+296.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | -4.4% | -3.5% | -0.9% | -3.2% |
| 30D | +9.3% | -2.9% | +12.2% | +10.3% |
| 3M | +32.0% | -2.3% | +34.2% | +31.3% |
| 6M | -6.4% | -25.4% | +18.9% | +1.9% |
| YTD | +3.1% | -21.2% | +24.3% | +9.6% |
| 1Y | +77.6% | -8.9% | +86.4% | +77.9% |
| 3Y | +392.8% | -29.0% | +421.8% | +430.1% |
| 5Y | +234.1% | -50.7% | +284.9% | +307.6% |
| All | +256.9% | -39.1% | +296.0% | +355.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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