+60.4%
HL vs WY
+673.4%
-613.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +0.4% | -1.7% | +2.1% | +1.0% |
| 30D | +18.8% | -9.9% | +28.7% | +23.3% |
| 3M | +43.7% | -7.5% | +51.2% | +47.0% |
| 6M | -1.0% | -5.1% | +4.1% | +0.2% |
| YTD | +8.7% | -2.1% | +10.8% | +8.8% |
| 1Y | +105.0% | -7.3% | +112.3% | +108.4% |
| 3Y | +427.3% | -22.6% | +449.9% | +468.1% |
| 5Y | +249.3% | -19.8% | +269.1% | +272.1% |
| 10Y | +284.2% | +9.6% | +274.6% | +257.1% |
| All | +60.4% | +673.4% | -613.0% | +49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling