+795.5%
HLT vs WM
+624.7%
+170.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.7% | +3.2% | -2.5% | -0.7% |
| 30D | +13.7% | +13.0% | +0.7% | +7.8% |
| 3M | +16.3% | +9.2% | +7.1% | +11.8% |
| 6M | +19.9% | +13.6% | +6.3% | +12.7% |
| YTD | +30.1% | +12.4% | +17.7% | +22.1% |
| 1Y | +38.5% | +21.2% | +17.3% | +25.6% |
| 3Y | +131.0% | +48.7% | +82.4% | +87.3% |
| 5Y | +163.7% | +61.9% | +101.8% | +103.2% |
| 10Y | +697.4% | +331.0% | +366.4% | +273.0% |
| All | +795.5% | +624.7% | +170.8% | +219.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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