+34.0%
HDB vs WST
+321.8%
-287.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.4% | -2.9% |
| 7D | -2.0% | -0.3% | -1.8% | -2.0% |
| 30D | -4.9% | -4.6% | -0.3% | -4.2% |
| 3M | -2.3% | +5.7% | -8.0% | -3.3% |
| 6M | -23.7% | +37.6% | -61.3% | -27.8% |
| YTD | -38.5% | +23.0% | -61.5% | -40.8% |
| 1Y | -36.5% | +33.8% | -70.3% | -40.0% |
| 3Y | -28.5% | -13.4% | -15.1% | -29.8% |
| 5Y | -37.4% | -27.0% | -10.4% | -37.4% |
| 10Y | +34.0% | +324.5% | -290.5% | -17.7% |
| All | +34.0% | +321.8% | -287.8% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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