-21.6%
WY vs HBM
+336.0%
-357.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.5% | +4.9% | -1.5% |
| 7D | -3.7% | -3.7% | +0.1% | -3.2% |
| 30D | -11.3% | -3.7% | -7.6% | -11.0% |
| 3M | -8.1% | +8.0% | -16.2% | -10.1% |
| 6M | -7.4% | +15.8% | -23.2% | -11.4% |
| YTD | -4.7% | +34.4% | -39.1% | -11.9% |
| 1Y | -9.2% | +98.2% | -107.4% | -22.2% |
| 3Y | -24.7% | +476.6% | -501.3% | -49.8% |
| 5Y | -21.6% | +331.1% | -352.7% | -45.8% |
| All | -21.6% | +336.0% | -357.6% | -45.8% |
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