+190.9%
HBM vs WST
+1.0%
+189.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.4% | -1.4% |
| 7D | +2.2% | +4.2% | -2.0% | +1.3% |
| 30D | -11.8% | +11.2% | -23.0% | -13.9% |
| 3M | -19.2% | +20.4% | -39.6% | -22.7% |
| 6M | -22.9% | +37.9% | -60.8% | -28.7% |
| YTD | +7.8% | +51.8% | -44.0% | -3.2% |
| 1Y | +34.9% | +56.6% | -21.7% | +20.1% |
| 3Y | +422.2% | +24.2% | +398.0% | +352.9% |
| All | +190.9% | +1.0% | +189.9% | +159.9% |
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