+366.2%
HBM vs WST
-26.5%
+392.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +5.5% | -1.7% | +7.2% | +5.9% |
| 30D | +3.3% | -4.3% | +7.6% | +4.4% |
| 3M | +12.7% | +0.7% | +11.9% | +12.3% |
| 6M | +28.2% | +36.0% | -7.8% | +18.4% |
| YTD | +45.3% | +22.7% | +22.6% | +37.2% |
| 1Y | +121.7% | +34.1% | +87.6% | +104.2% |
| 3Y | +523.5% | -13.6% | +537.1% | +505.2% |
| All | +366.2% | -26.5% | +392.7% | +336.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling