+4,208.5%
HDB vs BBWI
+400.8%
+3,807.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.2% |
| 7D | +13.7% | -6.2% | +19.9% | +15.4% |
| 30D | +15.8% | +25.5% | -9.6% | +9.2% |
| 3M | +9.2% | +8.0% | +1.2% | +6.2% |
| 6M | +3.2% | +12.7% | -9.5% | -1.7% |
| YTD | -29.4% | +11.6% | -41.0% | -33.6% |
| 1Y | -27.9% | -0.9% | -27.0% | -31.4% |
| 3Y | -5.9% | -22.7% | +16.8% | -10.2% |
| 5Y | -23.5% | -67.2% | +43.7% | -13.0% |
| 10Y | +61.3% | -43.7% | +105.0% | +25.8% |
| All | +4,208.5% | +400.8% | +3,807.6% | +962.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling