+33.7%
HDB vs BBWI
-58.2%
+92.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.3% | +4.5% | -1.1% |
| 7D | -4.9% | -4.4% | -0.4% | -4.4% |
| 30D | -5.8% | -7.4% | +1.5% | -5.2% |
| 3M | -5.2% | -2.2% | -3.0% | -5.2% |
| 6M | -25.7% | -16.3% | -9.4% | -24.8% |
| YTD | -39.6% | -9.1% | -30.4% | -39.6% |
| 1Y | -36.9% | -34.5% | -2.4% | -34.9% |
| 3Y | -29.7% | -47.0% | +17.2% | -27.3% |
| 5Y | -37.8% | -68.8% | +31.1% | -33.1% |
| 10Y | +33.7% | -57.4% | +91.1% | +18.4% |
| All | +33.7% | -58.2% | +92.0% | +18.4% |
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