+328.7%
WM vs HBM
+328.6%
+0.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.0% | -8.8% | -0.2% |
| 7D | -0.5% | +5.0% | -5.5% | -0.7% |
| 30D | +13.3% | -12.7% | +26.1% | +13.8% |
| 3M | +4.4% | -17.4% | +21.8% | +5.0% |
| 6M | +10.8% | -8.9% | +19.7% | +10.5% |
| YTD | +9.1% | +14.9% | -5.8% | +7.0% |
| 1Y | +19.1% | +41.4% | -22.3% | +15.5% |
| 3Y | +45.7% | +462.1% | -416.5% | +27.7% |
| 5Y | +60.4% | +224.0% | -163.6% | +43.0% |
| 10Y | +328.7% | +320.9% | +7.8% | +248.5% |
| All | +328.7% | +328.6% | +0.1% | +248.5% |
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