+1,188.5%
WDC vs HL
+273.7%
+914.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.7% |
| 7D | -4.3% | -4.4% | 0.0% | -3.4% |
| 30D | -1.5% | +9.3% | -10.8% | -3.9% |
| 3M | -15.5% | +32.0% | -47.5% | -20.7% |
| 6M | +66.5% | -6.4% | +72.9% | +66.9% |
| YTD | +159.9% | +3.1% | +156.7% | +154.3% |
| 1Y | +366.0% | +77.6% | +288.4% | +308.9% |
| 3Y | +1,285.8% | +392.8% | +893.0% | +868.5% |
| 5Y | +925.6% | +234.1% | +691.5% | +635.4% |
| All | +1,188.5% | +273.7% | +914.9% | +657.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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