+900.9%
HDB vs WU
-19.5%
+920.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.1% |
| 7D | +12.7% | +11.0% | +1.7% | +7.1% |
| 30D | +16.6% | +13.4% | +3.2% | +9.6% |
| 3M | +10.8% | +2.2% | +8.6% | +9.0% |
| 6M | +3.8% | -18.2% | +22.0% | +11.6% |
| YTD | -28.9% | -18.3% | -10.6% | -24.2% |
| 1Y | -28.0% | -12.2% | -15.8% | -26.2% |
| 3Y | -7.2% | -20.8% | +13.7% | -4.5% |
| 5Y | -22.2% | -42.6% | +20.3% | -9.4% |
| 10Y | +63.6% | -35.5% | +99.0% | +63.9% |
| All | +900.9% | -19.5% | +920.4% | +660.8% |
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 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