+458.1%
HBM vs WTW
+61.9%
+396.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -3.3% | -5.7% | +2.4% | -3.9% |
| 30D | -4.8% | -7.3% | +2.4% | -5.6% |
| 3M | -0.4% | +21.5% | -21.9% | +2.0% |
| 6M | +17.9% | +9.6% | +8.2% | +21.0% |
| YTD | +33.7% | -3.3% | +37.0% | +38.5% |
| 1Y | +95.6% | -6.1% | +101.7% | +103.2% |
| 3Y | +458.1% | +61.8% | +396.3% | +482.4% |
| All | +458.1% | +61.9% | +396.2% | +482.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 3y: compounded portfolio wealth divided by compounded WTW 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…
3y analysis · Full analysis span regression · 6 months rolling