+41.5%
HDB vs WPM
+558.4%
-516.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.1% | +4.8% | +6.6% |
| 7D | +0.7% | -0.6% | +1.2% | +0.8% |
| 30D | +1.0% | +14.4% | -13.4% | -0.9% |
| 3M | -2.0% | +37.0% | -39.0% | -6.3% |
| 6M | -18.1% | +4.1% | -22.2% | -19.1% |
| YTD | -36.1% | +31.7% | -67.8% | -39.0% |
| 1Y | -34.0% | +44.2% | -78.2% | -38.0% |
| 3Y | -26.7% | +265.5% | -292.2% | -39.7% |
| 5Y | -33.9% | +262.5% | -296.4% | -46.4% |
| All | +41.5% | +558.4% | -516.9% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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