+589.9%
HBM vs WSM
+7,103.2%
-6,513.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | -3.3% | -0.5% | -2.8% | -3.0% |
| 30D | -4.8% | -7.7% | +2.9% | -1.7% |
| 3M | -0.4% | +3.8% | -4.2% | -2.2% |
| 6M | +17.9% | +22.7% | -4.8% | +8.3% |
| YTD | +33.7% | +28.0% | +5.7% | +20.3% |
| 1Y | +95.6% | +12.7% | +82.9% | +84.2% |
| 3Y | +458.1% | +231.3% | +226.9% | +218.1% |
| 5Y | +329.0% | +177.2% | +151.8% | +147.6% |
| 10Y | +588.2% | +1,065.8% | -477.6% | +92.3% |
| All | +589.9% | +7,103.2% | -6,513.3% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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