+595.4%
HLT vs HWM
+1,330.2%
-734.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.7% |
| 7D | -1.5% | -8.0% | +6.6% | +1.4% |
| 30D | -1.2% | -18.0% | +16.8% | +5.7% |
| 3M | -10.3% | -9.5% | -0.8% | -7.7% |
| 6M | +1.3% | -8.4% | +9.6% | +3.3% |
| YTD | +7.0% | +13.6% | -6.6% | +0.4% |
| 1Y | +11.9% | +30.2% | -18.4% | -0.8% |
| 3Y | +100.7% | +392.2% | -291.6% | +3.8% |
| 5Y | +147.5% | +645.2% | -497.7% | +9.1% |
| All | +595.4% | +1,330.2% | -734.8% | +134.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling