+458.1%
HBM vs WCN
+18.4%
+439.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -3.3% | -3.1% | -0.2% | -3.5% |
| 30D | -4.8% | -3.4% | -1.4% | -5.0% |
| 3M | -0.4% | +3.0% | -3.4% | -0.9% |
| 6M | +17.9% | -3.8% | +21.6% | +18.9% |
| YTD | +33.7% | -8.3% | +42.0% | +36.6% |
| 1Y | +95.6% | -9.7% | +105.3% | +101.0% |
| 3Y | +458.1% | +17.2% | +441.0% | +407.7% |
| All | +458.1% | +18.4% | +439.7% | +407.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 3y: compounded portfolio wealth divided by compounded WCN 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…
3y analysis · Full analysis span regression · 6 months rolling