+575.2%
HLT vs WAT
+170.9%
+404.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.6% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | -5.0% | -1.9% | -3.1% | -4.5% |
| 3M | -10.4% | +13.5% | -23.9% | -14.3% |
| 6M | +3.2% | +37.2% | -34.0% | -8.2% |
| YTD | +6.7% | +7.5% | -0.8% | +2.4% |
| 1Y | +10.3% | +35.0% | -24.7% | -2.7% |
| 3Y | +99.3% | +55.1% | +44.3% | +58.6% |
| 5Y | +143.7% | -2.8% | +146.5% | +129.3% |
| All | +575.2% | +170.9% | +404.3% | +318.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling