+247.2%
HD vs WU
-35.7%
+282.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.1% |
| 7D | +5.2% | +11.0% | -5.8% | +1.2% |
| 30D | +20.7% | +13.4% | +7.3% | +15.4% |
| 3M | +0.8% | +2.2% | -1.4% | -0.3% |
| 6M | +12.2% | -18.2% | +30.4% | +18.8% |
| YTD | +4.2% | -18.3% | +22.5% | +9.7% |
| 1Y | -2.6% | -12.2% | +9.6% | -0.2% |
| 3Y | +30.0% | -20.8% | +50.8% | +34.9% |
| 5Y | +8.1% | -42.6% | +50.7% | +24.8% |
| 10Y | +247.2% | -35.5% | +282.6% | +268.0% |
| All | +247.2% | -35.7% | +282.9% | +268.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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