+326.4%
WM vs HBM
+301.8%
+24.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +0.5% |
| 7D | +1.2% | +2.4% | -1.2% | +1.0% |
| 30D | +13.7% | -16.0% | +29.6% | +14.3% |
| 3M | +5.2% | -21.3% | +26.6% | +6.0% |
| 6M | +11.2% | -12.2% | +23.4% | +11.0% |
| YTD | +9.4% | +10.7% | -1.2% | +7.5% |
| 1Y | +20.4% | +30.3% | -9.9% | +17.1% |
| 3Y | +44.7% | +432.2% | -387.6% | +27.2% |
| 5Y | +58.5% | +218.8% | -160.3% | +41.3% |
| 10Y | +326.4% | +281.4% | +45.0% | +246.9% |
| All | +326.4% | +301.8% | +24.6% | +246.9% |
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