+32.4%
HDB vs WU
-39.5%
+71.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -6.2% | -5.0% | -1.2% | -4.8% |
| 30D | -6.2% | -2.3% | -4.0% | -5.7% |
| 3M | -5.9% | -3.2% | -2.6% | -6.0% |
| 6M | -25.9% | -25.0% | -0.9% | -20.3% |
| YTD | -40.2% | -21.7% | -18.6% | -36.7% |
| 1Y | -38.0% | -9.0% | -29.0% | -37.7% |
| 3Y | -30.5% | -28.9% | -1.6% | -26.3% |
| 5Y | -38.1% | -51.0% | +12.9% | -25.9% |
| All | +32.4% | -39.5% | +71.9% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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