+589.9%
HBM vs WTW
+567.1%
+22.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -3.3% | -5.7% | +2.4% | -0.2% |
| 30D | -4.8% | -7.3% | +2.4% | -0.9% |
| 3M | -0.4% | +21.5% | -21.9% | -12.5% |
| 6M | +17.9% | +9.6% | +8.2% | +7.7% |
| YTD | +33.7% | -3.3% | +37.0% | +30.1% |
| 1Y | +95.6% | -6.1% | +101.7% | +92.6% |
| 3Y | +458.1% | +61.8% | +396.3% | +265.3% |
| 5Y | +329.0% | +42.7% | +286.3% | +204.0% |
| 10Y | +588.2% | +197.2% | +391.0% | +171.8% |
| All | +589.9% | +567.1% | +22.7% | +71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling