+63.6%
HDB vs BBWI
-44.4%
+108.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | +12.7% | -4.2% | +17.0% | +13.2% |
| 30D | +16.6% | +24.9% | -8.2% | +13.5% |
| 3M | +10.8% | +13.2% | -2.4% | +8.8% |
| 6M | +3.8% | +12.1% | -8.3% | +1.7% |
| YTD | -28.9% | +11.1% | -40.0% | -30.7% |
| 1Y | -28.0% | +0.7% | -28.7% | -29.5% |
| 3Y | -7.2% | -23.8% | +16.6% | -8.2% |
| 5Y | -22.2% | -66.9% | +44.7% | -17.1% |
| 10Y | +63.6% | -45.3% | +108.9% | +36.2% |
| All | +63.6% | -44.4% | +108.0% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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