+62.1%
WM vs HBM
+203.5%
-141.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.0% | +1.6% |
| 7D | +1.2% | +5.1% | -3.9% | +1.1% |
| 30D | +15.2% | -15.8% | +31.0% | +15.4% |
| 3M | +8.3% | -22.4% | +30.7% | +8.5% |
| 6M | +13.1% | -20.2% | +33.4% | +13.3% |
| YTD | +12.5% | +9.0% | +3.5% | +11.1% |
| 1Y | +21.8% | +27.4% | -5.6% | +19.4% |
| 3Y | +48.8% | +424.2% | -375.5% | +32.2% |
| 5Y | +62.1% | +196.1% | -134.0% | +48.6% |
| All | +62.1% | +203.5% | -141.5% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling