-22.2%
HDB vs WST
+1.0%
-23.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | +0.3% |
| 7D | +2.7% | +4.2% | -1.5% | +2.3% |
| 30D | +14.1% | +11.2% | +2.9% | +12.8% |
| 3M | +11.8% | +20.4% | -8.6% | +9.5% |
| 6M | +8.2% | +37.9% | -29.7% | +4.3% |
| YTD | -29.3% | +51.8% | -81.1% | -32.8% |
| 1Y | -28.8% | +56.6% | -85.4% | -32.6% |
| 3Y | -7.5% | +24.2% | -31.7% | -13.4% |
| All | -22.2% | +1.0% | -23.2% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling