+4,243.5%
HDB vs BBWI
+399.9%
+3,843.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | +6.9% | -7.7% | +14.7% | +9.0% |
| 30D | +15.2% | +24.8% | -9.5% | +8.8% |
| 3M | +11.7% | +16.2% | -4.5% | +6.7% |
| 6M | +7.5% | +15.8% | -8.3% | +1.7% |
| YTD | -28.8% | +11.4% | -40.2% | -33.0% |
| 1Y | -29.1% | +3.2% | -32.3% | -33.2% |
| 3Y | -7.0% | -23.5% | +16.5% | -11.1% |
| 5Y | -22.1% | -67.4% | +45.3% | -11.2% |
| 10Y | +64.9% | -46.0% | +110.9% | +31.0% |
| All | +4,243.5% | +399.9% | +3,843.6% | +971.6% |
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