+654.4%
HBM vs WWD
+1,871.4%
-1,217.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.0% | +7.8% | +6.9% |
| 7D | +7.4% | +0.8% | +6.6% | +6.8% |
| 30D | +5.1% | -6.4% | +11.5% | +8.7% |
| 3M | +11.1% | -5.6% | +16.7% | +13.7% |
| 6M | +30.2% | -9.1% | +39.3% | +36.4% |
| YTD | +46.2% | +12.5% | +33.7% | +35.4% |
| 1Y | +120.0% | +41.3% | +78.7% | +77.3% |
| 3Y | +527.4% | +170.2% | +357.2% | +242.1% |
| 5Y | +400.4% | +192.5% | +207.9% | +156.8% |
| 10Y | +621.5% | +476.9% | +144.6% | +143.5% |
| All | +654.4% | +1,871.4% | -1,217.0% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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