+12.1%
HLT vs HWM
+48.6%
-36.4%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -3.3% | -2.1% | -1.2% | -2.9% |
| 30D | -4.1% | -11.0% | +6.9% | -1.9% |
| 3M | -7.9% | +4.0% | -12.0% | -8.9% |
| 6M | +2.2% | -0.2% | +2.4% | +0.3% |
| YTD | +8.5% | +26.7% | -18.2% | +5.0% |
| 1Y | +12.1% | +44.7% | -32.6% | +9.2% |
| All | +12.1% | +48.6% | -36.4% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling