+654.4%
HBM vs WCC
+1,713.4%
-1,059.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.5% | +3.3% | +4.3% |
| 7D | +7.4% | +8.5% | -1.1% | +2.2% |
| 30D | +5.1% | -1.0% | +6.0% | +5.6% |
| 3M | +11.1% | +2.1% | +9.0% | +9.2% |
| 6M | +30.2% | +36.8% | -6.6% | +7.2% |
| YTD | +46.2% | +47.7% | -1.5% | +14.4% |
| 1Y | +120.0% | +66.5% | +53.5% | +58.7% |
| 3Y | +527.4% | +134.2% | +393.3% | +231.7% |
| 5Y | +400.4% | +231.6% | +168.7% | +92.8% |
| 10Y | +621.5% | +508.1% | +113.4% | +65.4% |
| All | +654.4% | +1,713.4% | -1,059.0% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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