+4,191.8%
HDB vs WAB
+4,515.3%
-323.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.7% |
| 7D | +4.1% | +7.9% | -3.8% | +0.7% |
| 30D | +13.0% | +4.9% | +8.1% | +10.4% |
| 3M | +11.3% | +1.8% | +9.5% | +10.0% |
| 6M | +6.9% | +12.0% | -5.0% | +0.7% |
| YTD | -29.6% | +41.3% | -70.9% | -40.4% |
| 1Y | -29.5% | +43.8% | -73.4% | -40.8% |
| 3Y | -8.1% | +171.1% | -179.2% | -43.6% |
| 5Y | -23.4% | +217.7% | -241.1% | -57.1% |
| 10Y | +62.9% | +272.3% | -209.4% | -25.4% |
| All | +4,191.8% | +4,515.3% | -323.6% | +633.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling