+11.4%
WBD vs HBM
+619.2%
-607.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -0.7% | -3.3% | +2.5% | -0.2% |
| 30D | +1.4% | -4.8% | +6.2% | +2.0% |
| 3M | +4.4% | -0.4% | +4.8% | +3.3% |
| 6M | +0.8% | +17.9% | -17.0% | -4.7% |
| YTD | -2.7% | +33.7% | -36.4% | -11.4% |
| 1Y | +73.4% | +95.6% | -22.2% | +44.6% |
| 3Y | +142.1% | +458.1% | -316.0% | +59.1% |
| 5Y | +7.2% | +329.0% | -321.8% | -28.8% |
| All | +11.4% | +619.2% | -607.8% | -39.2% |
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 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