-3.7%
WAT vs HBM
+371.5%
-375.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -1.8% | +5.5% | -7.3% | -2.7% |
| 30D | -1.7% | +3.3% | -5.0% | -2.3% |
| 3M | +9.1% | +12.7% | -3.6% | +6.2% |
| 6M | +32.4% | +28.2% | +4.2% | +25.1% |
| YTD | +6.6% | +45.3% | -38.7% | -2.4% |
| 1Y | +34.7% | +121.7% | -87.0% | +13.7% |
| 3Y | +53.6% | +523.5% | -469.9% | +3.9% |
| All | -3.7% | +371.5% | -375.2% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling