+33,950.9%
HD vs WM
+29,154.7%
+4,796.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.8% |
| 7D | +6.4% | +4.5% | +1.9% | +5.3% |
| 30D | +22.1% | +16.1% | +6.0% | +17.9% |
| 3M | -0.2% | +8.0% | -8.2% | -2.0% |
| 6M | +12.6% | +8.4% | +4.2% | +10.3% |
| YTD | +3.9% | +11.2% | -7.3% | +1.0% |
| 1Y | -3.7% | +22.3% | -26.1% | -8.5% |
| 3Y | +27.9% | +50.2% | -22.4% | +15.1% |
| 5Y | +7.8% | +63.3% | -55.5% | -5.1% |
| 10Y | +269.4% | +355.0% | -85.7% | +161.0% |
| All | +33,950.9% | +29,154.7% | +4,796.2% | +14,981.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling