+7.8%
WBD vs HBM
+336.0%
-328.2%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.5% | +8.6% | +2.7% |
| 7D | -0.6% | -3.7% | +3.1% | +0.1% |
| 30D | +4.2% | -3.7% | +7.8% | +4.6% |
| 3M | +7.5% | +8.0% | -0.5% | +4.2% |
| 6M | +1.6% | +15.8% | -14.2% | -4.7% |
| YTD | -2.2% | +34.4% | -36.5% | -13.1% |
| 1Y | +124.9% | +98.2% | +26.7% | +77.1% |
| 3Y | +149.1% | +476.6% | -327.5% | +39.2% |
| 5Y | +7.8% | +331.1% | -323.3% | -34.8% |
| All | +7.8% | +336.0% | -328.2% | -34.8% |
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