-21.7%
HDB vs WETO
-99.4%
+77.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -5.4% | +12.3% | +6.9% |
| 7D | +0.7% | -4.3% | +5.0% | +0.7% |
| 30D | +1.0% | -39.9% | +40.9% | +0.7% |
| 3M | -2.0% | -97.9% | +95.9% | -0.3% |
| 6M | -18.1% | -95.0% | +76.9% | -17.4% |
| YTD | -36.1% | -97.2% | +61.0% | -35.4% |
| 1Y | -34.0% | -98.9% | +64.9% | -33.2% |
| All | -21.7% | -99.4% | +77.7% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 3y: compounded portfolio wealth divided by compounded WETO 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…
3y analysis · Full analysis span regression · 6 months rolling