+44.7%
WM vs HBM
+448.1%
-403.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +0.2% |
| 7D | +1.2% | +2.4% | -1.2% | +1.3% |
| 30D | +13.7% | -16.0% | +29.6% | +13.0% |
| 3M | +5.2% | -21.3% | +26.6% | +4.5% |
| 6M | +11.2% | -12.2% | +23.4% | +11.1% |
| YTD | +9.4% | +10.7% | -1.2% | +9.4% |
| 1Y | +20.4% | +30.3% | -9.9% | +20.3% |
| 3Y | +44.7% | +432.2% | -387.6% | +40.3% |
| All | +44.7% | +448.1% | -403.5% | +40.3% |
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