+635.0%
HLT vs WEC
+295.3%
+339.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | -0.1% |
| 7D | -2.6% | -1.3% | -1.3% | -2.4% |
| 30D | -2.6% | -0.4% | -2.2% | -2.6% |
| 3M | -9.4% | -6.8% | -2.6% | -8.5% |
| 6M | +2.7% | -6.4% | +9.1% | +3.6% |
| YTD | +6.8% | +2.5% | +4.3% | +6.2% |
| 1Y | +12.4% | -0.4% | +12.8% | +12.2% |
| 3Y | +100.2% | +38.5% | +61.6% | +89.9% |
| 5Y | +143.7% | +31.7% | +112.0% | +132.1% |
| 10Y | +584.9% | +146.6% | +438.3% | +489.5% |
| All | +635.0% | +295.3% | +339.8% | +496.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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