+46.0%
WM vs HBM
+455.0%
-409.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.3% |
| 7D | -0.3% | -6.4% | +6.0% | -0.5% |
| 30D | -2.4% | +5.9% | -8.3% | -2.2% |
| 3M | +0.4% | -8.9% | +9.3% | +0.8% |
| 6M | -9.5% | +10.7% | -20.2% | -8.9% |
| YTD | +0.5% | +38.3% | -37.8% | +1.0% |
| 1Y | -1.1% | +121.3% | -122.4% | -1.2% |
| All | +46.0% | +455.0% | -409.0% | +40.5% |
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 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