-23.1%
HD vs WU
-11.2%
-11.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.9% |
| 7D | -1.8% | -4.9% | +3.1% | -0.9% |
| 30D | -10.8% | -1.3% | -9.6% | -10.7% |
| 3M | -2.7% | -3.6% | +0.9% | -3.2% |
| 6M | -10.3% | -24.3% | +14.1% | -6.2% |
| YTD | -7.8% | -21.1% | +13.3% | -4.6% |
| 1Y | -23.1% | -10.3% | -12.8% | -23.4% |
| All | -23.1% | -11.2% | -11.9% | -23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling