+1,175.0%
WM vs HBM
+443.9%
+731.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.2% |
| 7D | +1.2% | -3.6% | +4.8% | +1.4% |
| 30D | +13.1% | -19.2% | +32.2% | +14.4% |
| 3M | +3.6% | -20.5% | +24.1% | +4.8% |
| 6M | +8.1% | -12.8% | +20.9% | +7.9% |
| YTD | +8.9% | +5.4% | +3.5% | +6.7% |
| 1Y | +20.3% | +33.0% | -12.6% | +15.8% |
| 3Y | +46.2% | +357.3% | -311.1% | +25.3% |
| 5Y | +59.9% | +210.4% | -150.5% | +38.0% |
| 10Y | +345.6% | +387.1% | -41.5% | +237.1% |
| All | +1,175.0% | +443.9% | +731.1% | +748.7% |
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