+142.1%
WBD vs HLT
+99.0%
+43.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.7% | -1.6% | +0.9% | +0.3% |
| 30D | +1.4% | -5.0% | +6.4% | +4.7% |
| 3M | +4.4% | -10.4% | +14.8% | +11.4% |
| 6M | +0.8% | +3.2% | -2.4% | -4.0% |
| YTD | -2.7% | +6.7% | -9.4% | -10.4% |
| 1Y | +73.4% | +10.3% | +63.1% | +53.8% |
| 3Y | +142.1% | +99.3% | +42.8% | +25.2% |
| All | +142.1% | +99.0% | +43.1% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 3y: compounded portfolio wealth divided by compounded HLT 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…
3y analysis · Full analysis span regression · 6 months rolling