+121.3%
HBM vs WETO
-98.9%
+220.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -20.8% | +19.9% | -1.0% |
| 7D | -6.4% | -55.4% | +49.1% | -6.4% |
| 30D | +5.9% | -48.5% | +54.4% | +6.4% |
| 3M | -8.9% | -97.5% | +88.6% | -10.3% |
| 6M | +10.7% | -94.2% | +104.9% | +17.7% |
| YTD | +38.3% | -97.0% | +135.3% | +38.2% |
| 1Y | +121.3% | -98.9% | +220.2% | +98.0% |
| All | +121.3% | -98.9% | +220.2% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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