+205.0%
HD vs WU
-41.4%
+246.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -1.4% |
| 7D | -1.2% | -0.8% | -0.3% | -0.9% |
| 30D | -11.1% | -1.1% | -10.0% | -10.9% |
| 3M | +2.0% | -1.8% | +3.8% | +1.2% |
| 6M | -10.5% | -23.9% | +13.5% | -2.7% |
| YTD | -6.9% | -20.4% | +13.6% | -0.8% |
| 1Y | -23.2% | -10.6% | -12.6% | -22.2% |
| 3Y | +3.1% | -27.7% | +30.8% | +10.6% |
| 5Y | +7.4% | -51.1% | +58.5% | +32.7% |
| 10Y | +205.0% | -40.7% | +245.7% | +235.0% |
| All | +205.0% | -41.4% | +246.4% | +235.0% |
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