+575.2%
HLT vs WU
-39.1%
+614.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -1.6% | -3.5% | +1.9% | -0.4% |
| 30D | -5.0% | -2.9% | -2.1% | -4.2% |
| 3M | -10.4% | -2.3% | -8.1% | -11.3% |
| 6M | +3.2% | -25.4% | +28.6% | +12.8% |
| YTD | +6.7% | -21.2% | +27.9% | +13.8% |
| 1Y | +10.3% | -8.9% | +19.1% | +10.1% |
| 3Y | +99.3% | -29.0% | +128.3% | +114.5% |
| 5Y | +143.7% | -50.7% | +194.4% | +202.4% |
| All | +575.2% | -39.1% | +614.3% | +644.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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