+293.6%
WBD vs HBM
+654.4%
-360.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.8% | -6.2% | -1.5% |
| 7D | -0.7% | +7.4% | -8.1% | -2.0% |
| 30D | +5.0% | +5.1% | -0.1% | +3.8% |
| 3M | +6.2% | +11.1% | -4.9% | +3.1% |
| 6M | +0.6% | +30.2% | -29.6% | -6.5% |
| YTD | -2.4% | +46.2% | -48.6% | -12.2% |
| 1Y | +127.7% | +120.0% | +7.6% | +87.4% |
| 3Y | +148.4% | +527.4% | -379.0% | +63.3% |
| 5Y | +4.2% | +400.4% | -396.2% | -31.5% |
| 10Y | +10.8% | +621.5% | -610.7% | -42.0% |
| All | +293.6% | +654.4% | -360.7% | +61.4% |
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