+254.2%
HD vs WM
+339.4%
-85.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.2% | -0.8% |
| 7D | +4.3% | +1.2% | +3.1% | +3.7% |
| 30D | +20.2% | +13.1% | +7.1% | +12.8% |
| 3M | -1.0% | +3.6% | -4.6% | -2.9% |
| 6M | +7.9% | +8.1% | -0.2% | +3.2% |
| YTD | +2.0% | +8.9% | -6.9% | -3.5% |
| 1Y | -4.3% | +20.3% | -24.6% | -14.3% |
| 3Y | +25.9% | +46.2% | -20.2% | -2.1% |
| 5Y | +5.8% | +59.9% | -54.1% | -23.4% |
| All | +254.2% | +339.4% | -85.2% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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