+575.2%
HLT vs WCN
+235.9%
+339.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -1.6% | -3.1% | +1.5% | -0.3% |
| 30D | -5.0% | -3.4% | -1.6% | -3.6% |
| 3M | -10.4% | +3.0% | -13.4% | -11.9% |
| 6M | +3.2% | -3.8% | +7.0% | +4.2% |
| YTD | +6.7% | -8.3% | +15.1% | +9.8% |
| 1Y | +10.3% | -9.7% | +20.0% | +14.1% |
| 3Y | +99.3% | +17.2% | +82.2% | +80.1% |
| 5Y | +143.7% | +25.3% | +118.4% | +110.7% |
| All | +575.2% | +235.9% | +339.4% | +284.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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