+247.2%
HD vs WM
+329.9%
-82.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | +5.2% | +1.2% | +4.0% | +4.6% |
| 30D | +20.7% | +13.7% | +7.1% | +13.0% |
| 3M | +0.8% | +5.2% | -4.4% | -1.9% |
| 6M | +12.2% | +11.2% | +1.0% | +5.8% |
| YTD | +4.2% | +9.4% | -5.2% | -1.6% |
| 1Y | -2.6% | +20.4% | -23.0% | -12.7% |
| 3Y | +30.0% | +44.7% | -14.7% | +1.8% |
| 5Y | +8.1% | +58.5% | -50.4% | -21.2% |
| 10Y | +247.2% | +326.4% | -79.2% | +62.2% |
| All | +247.2% | +329.9% | -82.7% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling