-33.5%
WBD vs HLT
+641.9%
-675.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.3% | +1.2% |
| 7D | -0.6% | -2.6% | +2.0% | +0.8% |
| 30D | +4.2% | -2.6% | +6.8% | +5.6% |
| 3M | +7.5% | -9.4% | +16.9% | +13.0% |
| 6M | +1.6% | +2.7% | -1.1% | -1.3% |
| YTD | -2.2% | +6.8% | -8.9% | -7.3% |
| 1Y | +124.9% | +12.4% | +112.5% | +105.8% |
| 3Y | +149.1% | +100.2% | +48.9% | +66.0% |
| 5Y | +7.8% | +143.7% | -135.9% | -35.3% |
| 10Y | +14.9% | +584.9% | -570.0% | -59.9% |
| All | -33.5% | +641.9% | -675.4% | -77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling