+635.0%
HLT vs WCC
+312.1%
+323.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.9% |
| 7D | -2.6% | +1.7% | -4.2% | -3.2% |
| 30D | -2.6% | -6.1% | +3.4% | -0.9% |
| 3M | -9.4% | +3.1% | -12.5% | -11.6% |
| 6M | +2.7% | +28.2% | -25.5% | -7.8% |
| YTD | +6.8% | +41.1% | -34.3% | -8.0% |
| 1Y | +12.4% | +61.3% | -48.9% | -8.6% |
| 3Y | +100.2% | +123.6% | -23.5% | +35.2% |
| 5Y | +143.7% | +214.8% | -71.1% | +37.5% |
| 10Y | +584.9% | +513.6% | +71.2% | +155.7% |
| All | +635.0% | +312.1% | +323.0% | +208.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling