+634.9%
HLT vs WAB
+350.0%
+284.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | -5.0% | -4.1% | -1.0% | -3.2% |
| 3M | -10.4% | +8.2% | -18.6% | -14.5% |
| 6M | +3.2% | +15.4% | -12.2% | -4.9% |
| YTD | +6.7% | +33.1% | -26.4% | -8.5% |
| 1Y | +10.3% | +48.1% | -37.8% | -10.7% |
| 3Y | +99.3% | +167.7% | -68.4% | +18.9% |
| 5Y | +143.7% | +225.7% | -82.0% | +31.4% |
| 10Y | +584.7% | +293.7% | +291.0% | +198.9% |
| All | +634.9% | +350.0% | +284.9% | +208.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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