+66.7%
HDB vs BBWI
-47.4%
+114.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.3% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | +14.1% | +12.9% | +1.3% | +12.4% |
| 3M | +11.8% | +16.0% | -4.2% | +9.5% |
| 6M | +8.2% | +16.6% | -8.4% | +5.5% |
| YTD | -29.3% | +9.7% | -39.1% | -31.0% |
| 1Y | -28.8% | +1.5% | -30.3% | -30.4% |
| 3Y | -7.5% | -21.4% | +13.9% | -8.8% |
| 5Y | -23.1% | -67.6% | +44.5% | -17.8% |
| All | +66.7% | -47.4% | +114.1% | +40.4% |
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