+276.9%
HBM vs WETO
-99.4%
+376.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | -0.5% |
| 7D | -3.3% | -4.3% | +1.0% | -3.3% |
| 30D | -4.8% | -39.9% | +35.1% | -4.0% |
| 3M | -0.4% | -97.9% | +97.5% | -2.3% |
| 6M | +17.9% | -95.0% | +112.9% | +21.1% |
| YTD | +33.7% | -97.2% | +130.9% | +34.9% |
| 1Y | +95.6% | -98.9% | +194.5% | +92.6% |
| All | +276.9% | -99.4% | +376.3% | +268.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling