+61.9%
WM vs HBM
+194.0%
-132.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.1% |
| 7D | +3.2% | +2.2% | +1.0% | +3.2% |
| 30D | +13.0% | -11.8% | +24.8% | +13.1% |
| 3M | +9.2% | -19.2% | +28.4% | +9.4% |
| 6M | +13.6% | -22.9% | +36.5% | +13.9% |
| YTD | +12.4% | +7.8% | +4.6% | +11.0% |
| 1Y | +21.2% | +34.9% | -13.7% | +18.6% |
| 3Y | +48.7% | +422.2% | -373.5% | +32.1% |
| All | +61.9% | +194.0% | -132.2% | +48.8% |
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