+165.3%
HD vs WBD
-60.4%
+225.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | +0.4% |
| 7D | -1.4% | -13.9% | +12.6% | +0.8% |
| 30D | -2.2% | -7.6% | +5.4% | -1.5% |
| 3M | -10.9% | -28.3% | +17.3% | -6.5% |
| 6M | +2.3% | -22.3% | +24.6% | +5.3% |
| YTD | -5.7% | +6.9% | -12.6% | -8.8% |
| 1Y | -3.9% | -6.2% | +2.3% | -5.1% |
| 3Y | +13.7% | -55.8% | +69.5% | +11.7% |
| 5Y | +77.2% | -69.3% | +146.5% | +77.8% |
| All | +165.3% | -60.4% | +225.8% | +160.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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