+41.5%
HDB vs WY
+7.6%
+33.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.3% | +6.5% | +6.8% |
| 7D | +0.7% | -4.2% | +4.9% | +2.2% |
| 30D | +1.0% | -10.1% | +11.1% | +4.7% |
| 3M | -2.0% | -8.5% | +6.5% | +0.7% |
| 6M | -18.1% | -3.3% | -14.8% | -17.5% |
| YTD | -36.1% | -4.4% | -31.7% | -35.7% |
| 1Y | -34.0% | -11.5% | -22.6% | -32.0% |
| 3Y | -26.7% | -24.3% | -2.4% | -21.8% |
| 5Y | -33.9% | -21.3% | -12.6% | -31.7% |
| All | +41.5% | +7.6% | +33.9% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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