+1,371.1%
HD vs WU
-19.6%
+1,390.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.3% |
| 7D | -2.1% | -0.8% | -1.2% | -1.8% |
| 30D | -8.4% | -1.1% | -7.3% | -8.2% |
| 3M | +4.3% | -3.9% | +8.2% | +4.3% |
| 6M | -11.1% | -20.7% | +9.5% | -4.9% |
| YTD | -4.7% | -18.4% | +13.7% | +0.6% |
| 1Y | -19.8% | -8.1% | -11.7% | -19.5% |
| 3Y | +4.1% | -24.2% | +28.3% | +9.8% |
| 5Y | +10.3% | -50.4% | +60.8% | +33.7% |
| 10Y | +203.2% | -40.0% | +243.2% | +231.6% |
| All | +1,371.1% | -19.6% | +1,390.6% | +1,145.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling