+890.5%
HDB vs WU
-22.9%
+913.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.6% |
| 7D | +4.1% | -5.3% | +9.4% | +6.7% |
| 30D | +13.0% | +9.0% | +3.9% | +8.2% |
| 3M | +11.3% | -3.6% | +14.8% | +12.5% |
| 6M | +6.9% | -19.4% | +26.3% | +15.6% |
| YTD | -29.6% | -21.7% | -7.9% | -23.5% |
| 1Y | -29.5% | -16.1% | -13.4% | -26.2% |
| 3Y | -8.1% | -24.1% | +16.0% | -3.6% |
| 5Y | -23.4% | -44.1% | +20.7% | -9.7% |
| 10Y | +62.9% | -39.6% | +102.6% | +69.1% |
| All | +890.5% | -22.9% | +913.4% | +668.2% |
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 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