+4.7%
WY vs HBM
+619.2%
-614.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -4.2% | -3.3% | -0.9% | -3.6% |
| 30D | -10.1% | -4.8% | -5.3% | -9.5% |
| 3M | -8.5% | -0.4% | -8.1% | -9.5% |
| 6M | -3.3% | +17.9% | -21.2% | -9.0% |
| YTD | -4.4% | +33.7% | -38.1% | -13.4% |
| 1Y | -11.5% | +95.6% | -107.1% | -26.9% |
| 3Y | -24.3% | +458.1% | -482.4% | -53.1% |
| 5Y | -21.3% | +329.0% | -350.3% | -51.4% |
| All | +4.7% | +619.2% | -614.4% | -56.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling