+27.3%
WAT vs HBM
+47.3%
-20.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -2.0% | +1.2% |
| 7D | -1.9% | -5.8% | +3.9% | -1.3% |
| 30D | +6.2% | -18.5% | +24.7% | +8.6% |
| 3M | +18.1% | -10.3% | +28.3% | +19.3% |
| 6M | +54.9% | +2.1% | +52.8% | +52.9% |
| YTD | +23.1% | +12.0% | +11.1% | +19.1% |
| 1Y | +27.3% | +49.8% | -22.5% | +19.5% |
| All | +27.3% | +47.3% | -20.0% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling