+1,228.2%
WDC vs HBM
+622.7%
+605.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -7.5% | +3.1% | -2.0% |
| 7D | +4.4% | -3.7% | +8.1% | +5.6% |
| 30D | +5.3% | -3.7% | +8.9% | +6.0% |
| 3M | -5.9% | +8.0% | -13.9% | -8.4% |
| 6M | +73.2% | +15.8% | +57.5% | +64.1% |
| YTD | +167.8% | +34.4% | +133.5% | +142.4% |
| 1Y | +386.0% | +98.2% | +287.8% | +291.9% |
| 3Y | +1,309.7% | +476.6% | +833.1% | +703.3% |
| 5Y | +957.1% | +331.1% | +626.0% | +513.2% |
| All | +1,228.2% | +622.7% | +605.5% | +500.7% |
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