+2.1%
HD vs WTW
+60.9%
-58.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.5% | -0.4% |
| 7D | -1.8% | -7.1% | +5.3% | -0.6% |
| 30D | -10.8% | -8.5% | -2.3% | -9.5% |
| 3M | -2.7% | +20.6% | -23.2% | -5.8% |
| 6M | -10.3% | +7.2% | -17.5% | -11.6% |
| YTD | -7.8% | -3.9% | -4.0% | -7.3% |
| 1Y | -23.1% | -3.6% | -19.5% | -22.8% |
| All | +2.1% | +60.9% | -58.8% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 3y: compounded portfolio wealth divided by compounded WTW 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…
3y analysis · Full analysis span regression · 6 months rolling