-0.4%
WEC vs HBM
+103.9%
-104.3%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.5% | +6.8% | -0.9% |
| 7D | -1.3% | -3.7% | +2.5% | -1.3% |
| 30D | -0.4% | -3.7% | +3.3% | -0.4% |
| 3M | -6.8% | +8.0% | -14.8% | -6.5% |
| 6M | -6.4% | +15.8% | -22.2% | -6.4% |
| YTD | +2.5% | +34.4% | -31.9% | +3.0% |
| 1Y | -0.4% | +98.2% | -98.6% | +0.8% |
| All | -0.4% | +103.9% | -104.3% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling