+22.0%
WAT vs HBM
+31.3%
-9.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | +0.7% | -1.3% | +2.0% | +0.8% |
| 30D | +9.0% | -14.8% | +23.8% | +10.8% |
| 3M | +13.5% | -20.7% | +34.2% | +16.1% |
| 6M | +35.3% | -13.9% | +49.2% | +36.1% |
| YTD | +24.0% | +10.6% | +13.4% | +19.8% |
| 1Y | +22.0% | +32.4% | -10.4% | +15.1% |
| All | +22.0% | +31.3% | -9.3% | +15.1% |
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