+324.3%
WY vs HBM
+654.4%
-330.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.8% | -7.2% | -2.6% |
| 7D | -2.1% | +7.4% | -9.4% | -3.5% |
| 30D | -10.5% | +5.1% | -15.5% | -11.6% |
| 3M | -4.9% | +11.1% | -16.0% | -8.1% |
| 6M | -4.9% | +30.2% | -35.1% | -12.3% |
| YTD | -1.7% | +46.2% | -47.9% | -12.3% |
| 1Y | -9.4% | +120.0% | -129.4% | -26.6% |
| 3Y | -22.3% | +527.4% | -549.7% | -52.3% |
| 5Y | -20.5% | +400.4% | -420.9% | -51.7% |
| 10Y | +4.9% | +621.5% | -616.6% | -51.4% |
| All | +324.3% | +654.4% | -330.1% | +34.7% |
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