+793.0%
HDB vs WU
-19.6%
+812.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | 0.0% |
| 7D | +0.4% | -0.8% | +1.3% | +0.8% |
| 30D | -2.8% | -1.1% | -1.7% | -2.4% |
| 3M | -3.5% | -3.9% | +0.3% | -3.7% |
| 6M | -24.7% | -20.7% | -4.1% | -17.8% |
| YTD | -36.6% | -18.4% | -18.2% | -32.1% |
| 1Y | -34.4% | -8.1% | -26.3% | -34.5% |
| 3Y | -24.4% | -24.2% | -0.2% | -20.6% |
| 5Y | -35.4% | -50.4% | +15.1% | -18.2% |
| 10Y | +39.5% | -40.0% | +79.6% | +46.5% |
| All | +793.0% | -19.6% | +812.6% | +582.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling