-22.2%
HDB vs WU
-41.3%
+19.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.4% |
| 7D | +12.7% | +11.0% | +1.7% | +10.5% |
| 30D | +16.6% | +13.4% | +3.2% | +13.8% |
| 3M | +10.8% | +2.2% | +8.6% | +10.1% |
| 6M | +3.8% | -18.2% | +22.0% | +7.1% |
| YTD | -28.9% | -18.3% | -10.6% | -26.8% |
| 1Y | -28.0% | -12.2% | -15.8% | -27.0% |
| 3Y | -7.2% | -20.8% | +13.7% | -5.7% |
| 5Y | -22.2% | -42.6% | +20.3% | -13.8% |
| All | -22.2% | -41.3% | +19.1% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling