+417.4%
WDC vs HLT
+13.1%
+404.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.0% | +6.9% | +6.3% |
| 7D | +1.7% | -3.3% | +5.1% | +3.1% |
| 30D | -10.0% | -4.1% | -5.9% | -8.5% |
| 3M | -18.8% | -7.9% | -10.8% | -15.6% |
| 6M | +79.0% | +2.2% | +76.9% | +76.3% |
| YTD | +171.6% | +8.5% | +163.1% | +165.3% |
| 1Y | +417.4% | +12.1% | +405.3% | +420.8% |
| All | +417.4% | +13.1% | +404.3% | +420.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling