-23.5%
HDB vs BBWI
-67.1%
+43.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.5% |
| 7D | +13.7% | -6.2% | +19.9% | +14.5% |
| 30D | +15.8% | +25.5% | -9.6% | +12.7% |
| 3M | +9.2% | +8.0% | +1.2% | +7.8% |
| 6M | +3.2% | +12.7% | -9.5% | +1.1% |
| YTD | -29.4% | +11.6% | -41.0% | -31.1% |
| 1Y | -27.9% | -0.9% | -27.0% | -29.1% |
| 3Y | -5.9% | -22.7% | +16.8% | -6.8% |
| 5Y | -23.5% | -67.2% | +43.7% | -15.4% |
| All | -23.5% | -67.1% | +43.6% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling