+18.5%
HLT vs WETO
-99.4%
+117.9%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | 0.0% |
| 7D | -1.6% | -4.3% | +2.7% | -1.6% |
| 30D | -5.0% | -39.9% | +34.9% | -5.4% |
| 3M | -10.4% | -97.9% | +87.5% | -9.8% |
| 6M | +3.2% | -95.0% | +98.3% | +2.6% |
| YTD | +6.7% | -97.2% | +103.9% | +6.0% |
| 1Y | +10.3% | -98.9% | +109.2% | +9.3% |
| All | +18.5% | -99.4% | +117.9% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 5y: compounded portfolio wealth divided by compounded WETO 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…
5y analysis · Full analysis span regression · 6 months rolling