+228.7%
HL vs WY
-22.2%
+250.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | -4.4% | -4.2% | -0.2% | -2.0% |
| 30D | +9.3% | -10.1% | +19.4% | +16.0% |
| 3M | +32.0% | -8.5% | +40.5% | +37.4% |
| 6M | -6.4% | -3.3% | -3.1% | -5.9% |
| YTD | +3.1% | -4.4% | +7.5% | +4.0% |
| 1Y | +77.6% | -11.5% | +89.0% | +86.8% |
| 3Y | +392.8% | -24.3% | +417.1% | +463.1% |
| All | +228.7% | -22.2% | +250.9% | +292.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 5y: compounded portfolio wealth divided by compounded WY 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…
5y analysis · Full analysis span regression · 6 months rolling