+249.6%
HL vs WU
-23.0%
+272.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.2% | -2.2% |
| 7D | -11.1% | -2.0% | -9.1% | -10.8% |
| 30D | -12.1% | +11.4% | -23.5% | -14.3% |
| 3M | -26.1% | -6.8% | -19.3% | -25.3% |
| 6M | -37.7% | -14.6% | -23.1% | -36.6% |
| YTD | -31.7% | -20.6% | -11.1% | -29.9% |
| 1Y | -11.6% | -15.4% | +3.7% | -10.7% |
| 3Y | +249.6% | -23.6% | +273.3% | +248.8% |
| All | +249.6% | -23.0% | +272.7% | +248.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling