+138.4%
HLT vs HWM
+638.1%
-499.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.3% |
| 7D | -1.6% | -11.4% | +9.8% | +3.1% |
| 30D | -5.0% | -18.5% | +13.4% | +2.6% |
| 3M | -10.4% | -13.2% | +2.8% | -5.9% |
| 6M | +3.2% | -8.7% | +11.9% | +5.4% |
| YTD | +6.7% | +12.2% | -5.4% | -0.8% |
| 1Y | +10.3% | +24.9% | -14.6% | -3.0% |
| 3Y | +99.3% | +383.9% | -284.6% | -18.3% |
| All | +138.4% | +638.1% | -499.7% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling