+900.7%
WAT vs HBM
+613.3%
+287.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -1.3% | -6.4% | +5.1% | -0.4% |
| 30D | +2.3% | +5.9% | -3.6% | +1.4% |
| 3M | +8.7% | -8.9% | +17.6% | +9.3% |
| 6M | +28.3% | +10.7% | +17.6% | +24.9% |
| YTD | +7.8% | +38.3% | -30.5% | +1.0% |
| 1Y | +36.6% | +121.3% | -84.7% | +19.2% |
| 3Y | +45.7% | +450.6% | -404.9% | +9.3% |
| 5Y | -3.3% | +338.0% | -341.3% | -27.9% |
| 10Y | +162.1% | +578.6% | -416.5% | +61.4% |
| All | +900.7% | +613.3% | +287.3% | +447.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling