+288.7%
HL vs WU
-21.6%
+310.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | +0.1% |
| 7D | +7.1% | -0.8% | +7.9% | +7.6% |
| 30D | +21.4% | -1.1% | +22.6% | +21.9% |
| 3M | +37.4% | -1.8% | +39.2% | +36.1% |
| 6M | +0.4% | -23.9% | +24.3% | +11.7% |
| YTD | +6.7% | -20.4% | +27.1% | +15.4% |
| 1Y | +102.4% | -10.6% | +112.9% | +104.7% |
| 3Y | +417.4% | -27.7% | +445.2% | +462.3% |
| 5Y | +243.3% | -51.1% | +294.5% | +342.5% |
| 10Y | +242.6% | -40.7% | +283.3% | +274.0% |
| All | +288.7% | -21.6% | +310.3% | +193.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling