+205.0%
HD vs WAB
+283.1%
-78.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | -1.2% | +1.7% | -2.8% | -1.8% |
| 30D | -11.1% | -2.4% | -8.7% | -10.4% |
| 3M | +2.0% | +9.7% | -7.6% | -1.8% |
| 6M | -10.5% | +16.5% | -27.0% | -15.8% |
| YTD | -6.9% | +33.7% | -40.6% | -16.8% |
| 1Y | -23.2% | +49.7% | -72.9% | -34.3% |
| 3Y | +3.1% | +170.9% | -167.9% | -30.0% |
| 5Y | +7.4% | +228.0% | -220.7% | -32.5% |
| 10Y | +205.0% | +284.8% | -79.8% | +54.5% |
| All | +205.0% | +283.1% | -78.1% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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