+1,256.4%
HD vs WBD
+293.1%
+963.3%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.0% |
| 7D | -2.1% | -1.8% | -0.2% | -1.6% |
| 30D | -8.4% | +8.8% | -17.2% | -10.2% |
| 3M | +4.3% | +4.6% | -0.3% | +3.2% |
| 6M | -11.1% | +1.1% | -12.2% | -11.4% |
| YTD | -4.7% | -2.0% | -2.7% | -4.4% |
| 1Y | -19.8% | +140.0% | -159.8% | -35.7% |
| 3Y | +4.1% | +144.4% | -140.3% | -22.1% |
| 5Y | +10.3% | -0.2% | +10.5% | -3.1% |
| 10Y | +203.2% | +9.1% | +194.0% | +123.5% |
| All | +1,256.4% | +293.1% | +963.3% | +458.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling