+560.6%
HLT vs W
+178.1%
+382.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | -1.5% | +5.9% | -7.4% | -2.1% |
| 30D | -1.2% | -3.0% | +1.8% | -0.9% |
| 3M | -10.3% | +40.3% | -50.7% | -14.9% |
| 6M | +1.3% | +32.2% | -31.0% | -3.8% |
| YTD | +7.0% | -0.3% | +7.3% | +4.8% |
| 1Y | +11.9% | +16.2% | -4.3% | +6.8% |
| 3Y | +100.7% | +40.7% | +59.9% | +76.8% |
| 5Y | +147.5% | -62.3% | +209.9% | +130.6% |
| 10Y | +586.5% | +162.2% | +424.3% | +330.8% |
| All | +560.6% | +178.1% | +382.5% | +319.7% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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