+3,585.8%
HDB vs WTW
+1,063.1%
+2,522.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | -0.2% |
| 7D | -4.9% | -7.1% | +2.2% | -1.8% |
| 30D | -5.8% | -8.5% | +2.7% | -2.2% |
| 3M | -5.2% | +20.6% | -25.8% | -13.0% |
| 6M | -25.7% | +7.2% | -32.9% | -28.8% |
| YTD | -39.6% | -3.9% | -35.7% | -39.8% |
| 1Y | -36.9% | -3.6% | -33.3% | -37.3% |
| 3Y | -29.7% | +60.7% | -90.4% | -45.9% |
| 5Y | -37.8% | +42.2% | -79.9% | -49.8% |
| 10Y | +33.7% | +195.5% | -161.7% | -26.2% |
| All | +3,585.8% | +1,063.1% | +2,522.7% | +1,768.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling