+575.2%
HLT vs WCC
+541.6%
+33.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -1.3% |
| 7D | -1.6% | +1.5% | -3.1% | -2.2% |
| 30D | -5.0% | -2.1% | -2.9% | -4.7% |
| 3M | -10.4% | +3.8% | -14.2% | -12.7% |
| 6M | +3.2% | +35.0% | -31.7% | -8.9% |
| YTD | +6.7% | +46.4% | -39.6% | -9.1% |
| 1Y | +10.3% | +63.0% | -52.7% | -10.5% |
| 3Y | +99.3% | +133.9% | -34.6% | +32.6% |
| 5Y | +143.7% | +226.5% | -82.8% | +35.5% |
| All | +575.2% | +541.6% | +33.6% | +148.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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