+634.9%
HLT vs WTW
+231.6%
+403.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.6% | -5.7% | +4.1% | +0.8% |
| 30D | -5.0% | -7.3% | +2.2% | -2.1% |
| 3M | -10.4% | +21.5% | -31.9% | -18.0% |
| 6M | +3.2% | +9.6% | -6.4% | -2.2% |
| YTD | +6.7% | -3.3% | +10.0% | +6.0% |
| 1Y | +10.3% | -6.1% | +16.4% | +10.9% |
| 3Y | +99.3% | +61.8% | +37.5% | +52.9% |
| 5Y | +143.7% | +42.7% | +101.0% | +95.7% |
| 10Y | +584.7% | +197.2% | +387.5% | +273.6% |
| All | +634.9% | +231.6% | +403.4% | +280.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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