+1,519.4%
HD vs WU
-20.5%
+1,539.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.0% |
| 7D | +3.6% | +9.1% | -5.5% | +0.3% |
| 30D | +21.6% | +12.1% | +9.5% | +16.5% |
| 3M | +0.1% | +0.3% | -0.2% | -0.3% |
| 6M | +13.0% | -19.1% | +32.1% | +20.2% |
| YTD | +4.9% | -19.2% | +24.2% | +11.0% |
| 1Y | -2.1% | -15.3% | +13.2% | +1.7% |
| 3Y | +32.6% | -21.3% | +53.9% | +38.2% |
| 5Y | +8.2% | -41.7% | +49.9% | +23.4% |
| 10Y | +257.9% | -36.0% | +293.9% | +281.8% |
| All | +1,519.4% | -20.5% | +1,539.8% | +1,273.9% |
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