+33.7%
HDB vs WAB
+282.7%
-249.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.4% |
| 7D | -4.9% | +0.2% | -5.1% | -4.9% |
| 30D | -5.8% | -4.6% | -1.3% | -4.6% |
| 3M | -5.2% | +5.6% | -10.8% | -7.2% |
| 6M | -25.7% | +13.8% | -39.5% | -29.0% |
| YTD | -39.6% | +31.9% | -71.4% | -44.9% |
| 1Y | -36.9% | +48.3% | -85.2% | -44.7% |
| 3Y | -29.7% | +167.1% | -196.9% | -50.1% |
| 5Y | -37.8% | +222.9% | -260.6% | -58.9% |
| 10Y | +33.7% | +289.9% | -256.2% | -26.5% |
| All | +33.7% | +282.7% | -249.0% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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