-30.7%
HDB vs WY
-23.0%
-7.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.7% |
| 7D | -4.9% | -1.7% | -3.2% | -4.6% |
| 30D | -5.8% | -9.9% | +4.0% | -4.1% |
| 3M | -5.2% | -7.5% | +2.3% | -4.0% |
| 6M | -25.7% | -5.1% | -20.6% | -25.2% |
| YTD | -39.6% | -2.1% | -37.5% | -39.5% |
| 1Y | -36.9% | -7.3% | -29.6% | -36.3% |
| All | -30.7% | -23.0% | -7.7% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling