+588.2%
HBM vs WST
+344.2%
+244.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -3.3% | +1.8% | -5.1% | -3.9% |
| 30D | -4.8% | -1.7% | -3.1% | -4.4% |
| 3M | -0.4% | +4.9% | -5.3% | -2.1% |
| 6M | +17.9% | +45.5% | -27.7% | +4.5% |
| YTD | +33.7% | +26.1% | +7.6% | +23.2% |
| 1Y | +95.6% | +31.7% | +63.9% | +77.1% |
| 3Y | +458.1% | -12.1% | +470.2% | +433.1% |
| 5Y | +329.0% | -23.6% | +352.6% | +317.5% |
| All | +588.2% | +344.2% | +244.0% | +215.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling