+46.2%
WM vs HBM
+348.5%
-302.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.0% |
| 7D | +1.2% | -3.6% | +4.8% | +1.1% |
| 30D | +13.1% | -19.2% | +32.2% | +12.2% |
| 3M | +3.6% | -20.5% | +24.1% | +2.9% |
| 6M | +8.1% | -12.8% | +20.9% | +7.7% |
| YTD | +8.9% | +5.4% | +3.5% | +8.6% |
| 1Y | +20.3% | +33.0% | -12.6% | +20.0% |
| 3Y | +46.2% | +357.3% | -311.1% | +42.0% |
| All | +46.2% | +348.5% | -302.4% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling