+636.8%
HLT vs WAT
+325.0%
+311.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.7% |
| 7D | -1.5% | -1.8% | +0.3% | -0.8% |
| 30D | -1.2% | -1.7% | +0.4% | -0.7% |
| 3M | -10.3% | +9.1% | -19.4% | -13.3% |
| 6M | +1.3% | +32.4% | -31.2% | -9.4% |
| YTD | +7.0% | +6.6% | +0.4% | +2.8% |
| 1Y | +11.9% | +34.7% | -22.8% | -1.9% |
| 3Y | +100.7% | +53.6% | +47.1% | +58.5% |
| 5Y | +147.5% | -4.1% | +151.6% | +132.7% |
| 10Y | +586.5% | +167.9% | +418.7% | +290.2% |
| All | +636.8% | +325.0% | +311.8% | +259.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling