+886.6%
WDC vs HLT
+643.8%
+242.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.5% |
| 7D | +7.5% | -1.5% | +8.9% | +8.4% |
| 30D | +10.1% | -1.2% | +11.3% | +10.6% |
| 3M | -6.8% | -10.3% | +3.5% | -0.3% |
| 6M | +84.1% | +1.3% | +82.9% | +81.5% |
| YTD | +180.3% | +7.0% | +173.2% | +166.5% |
| 1Y | +411.1% | +11.9% | +399.2% | +367.2% |
| 3Y | +1,375.0% | +100.7% | +1,274.3% | +817.0% |
| 5Y | +991.6% | +147.5% | +844.0% | +470.4% |
| 10Y | +1,309.1% | +586.5% | +722.6% | +288.3% |
| All | +886.6% | +643.8% | +242.9% | +158.1% |
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