+2,532.9%
WPM vs HBM
+654.4%
+1,878.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.7% | -1.7% |
| 7D | +7.0% | +7.4% | -0.3% | +4.7% |
| 30D | +15.7% | +5.1% | +10.7% | +14.1% |
| 3M | +35.2% | +11.1% | +24.1% | +30.7% |
| 6M | +6.1% | +30.2% | -24.1% | -2.3% |
| YTD | +32.6% | +46.2% | -13.6% | +18.4% |
| 1Y | +46.9% | +120.0% | -73.1% | +16.4% |
| 3Y | +276.3% | +527.4% | -251.1% | +110.4% |
| 5Y | +260.0% | +400.4% | -140.4% | +101.5% |
| 10Y | +508.5% | +621.5% | -113.0% | +127.0% |
| All | +2,532.9% | +654.4% | +1,878.5% | +885.0% |
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