+66.7%
HDB vs WSM
+1,131.4%
-1,064.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.3% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | +14.1% | +5.1% | +9.1% | +13.3% |
| 3M | +11.8% | +5.1% | +6.7% | +10.9% |
| 6M | +8.2% | +48.6% | -40.4% | +2.1% |
| YTD | -29.3% | +44.2% | -73.5% | -33.1% |
| 1Y | -28.8% | +38.1% | -66.9% | -32.3% |
| 3Y | -7.5% | +257.2% | -264.7% | -26.1% |
| 5Y | -23.1% | +165.1% | -188.2% | -37.7% |
| All | +66.7% | +1,131.4% | -1,064.7% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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