+166.1%
WAT vs HBM
+619.2%
-453.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.7% |
| 7D | -0.3% | -3.3% | +3.0% | +0.1% |
| 30D | -1.9% | -4.8% | +2.9% | -1.4% |
| 3M | +13.5% | -0.4% | +13.9% | +12.8% |
| 6M | +37.2% | +17.9% | +19.4% | +32.3% |
| YTD | +7.5% | +33.7% | -26.2% | +1.1% |
| 1Y | +35.0% | +95.6% | -60.6% | +19.7% |
| 3Y | +55.1% | +458.1% | -403.0% | +15.9% |
| 5Y | -2.8% | +329.0% | -331.8% | -27.3% |
| All | +166.1% | +619.2% | -453.0% | +67.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling