+613.3%
HBM vs WST
+2,130.5%
-1,517.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -6.4% | +0.7% | -7.1% | -6.6% |
| 30D | +5.9% | -3.1% | +9.1% | +7.2% |
| 3M | -8.9% | +7.2% | -16.1% | -11.6% |
| 6M | +10.7% | +36.8% | -26.1% | -3.1% |
| YTD | +38.3% | +23.8% | +14.4% | +25.3% |
| 1Y | +121.3% | +37.8% | +83.6% | +91.1% |
| 3Y | +450.6% | -15.9% | +466.5% | +424.5% |
| 5Y | +338.0% | -25.8% | +363.8% | +326.1% |
| 10Y | +578.6% | +319.6% | +259.0% | +136.4% |
| All | +613.3% | +2,130.5% | -1,517.2% | -25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling