+1,076.6%
WM vs HBM
+613.3%
+463.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.2% |
| 7D | -0.3% | -6.4% | +6.0% | +0.1% |
| 30D | -2.4% | +5.9% | -8.3% | -2.8% |
| 3M | +0.4% | -8.9% | +9.3% | +0.5% |
| 6M | -9.5% | +10.7% | -20.2% | -11.0% |
| YTD | +0.5% | +38.3% | -37.8% | -3.0% |
| 1Y | -1.1% | +121.3% | -122.4% | -8.1% |
| 3Y | +46.0% | +450.6% | -404.5% | +24.1% |
| 5Y | +51.8% | +338.0% | -286.2% | +28.2% |
| 10Y | +307.5% | +578.6% | -271.1% | +201.6% |
| All | +1,076.6% | +613.3% | +463.2% | +671.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling