+1,188.5%
WDC vs HLT
+590.2%
+598.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -4.3% | -1.6% | -2.7% | -3.3% |
| 30D | -1.5% | -5.0% | +3.5% | +1.6% |
| 3M | -15.5% | -10.4% | -5.1% | -9.4% |
| 6M | +66.5% | +3.2% | +63.2% | +61.8% |
| YTD | +159.9% | +6.7% | +153.1% | +147.0% |
| 1Y | +366.0% | +10.3% | +355.7% | +328.7% |
| 3Y | +1,285.8% | +99.3% | +1,186.5% | +747.9% |
| 5Y | +925.6% | +143.7% | +781.9% | +424.7% |
| All | +1,188.5% | +590.2% | +598.3% | +288.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling