+642.9%
WDC vs HBM
+281.1%
+361.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.1% | -3.9% | -4.6% |
| 7D | +12.1% | +2.2% | +9.8% | +11.4% |
| 30D | -18.8% | -11.8% | -7.0% | -14.9% |
| 3M | -39.3% | -19.2% | -20.1% | -34.9% |
| 6M | -40.1% | -22.9% | -17.2% | -34.9% |
| YTD | +71.8% | +7.8% | +64.0% | +67.4% |
| 1Y | +88.5% | +34.9% | +53.6% | +71.6% |
| 3Y | +770.0% | +422.2% | +347.8% | +414.3% |
| 5Y | +549.0% | +192.8% | +356.2% | +323.5% |
| All | +642.9% | +281.1% | +361.7% | +268.7% |
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