+41.5%
HDB vs WTW
+198.0%
-156.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.1% | +6.8% | +6.8% |
| 7D | +0.7% | -5.7% | +6.4% | +2.9% |
| 30D | +1.0% | -7.3% | +8.2% | +3.8% |
| 3M | -2.0% | +21.5% | -23.4% | -9.2% |
| 6M | -18.1% | +9.6% | -27.7% | -21.6% |
| YTD | -36.1% | -3.3% | -32.8% | -36.3% |
| 1Y | -34.0% | -6.1% | -27.9% | -33.5% |
| 3Y | -26.7% | +61.8% | -88.5% | -43.1% |
| 5Y | -33.9% | +42.7% | -76.6% | -46.3% |
| All | +41.5% | +198.0% | -156.5% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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