-37.8%
HDB vs WY
-20.4%
-17.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.7% |
| 7D | -4.9% | -1.7% | -3.2% | -4.4% |
| 30D | -5.8% | -9.9% | +4.0% | -3.2% |
| 3M | -5.2% | -7.5% | +2.3% | -3.4% |
| 6M | -25.7% | -5.1% | -20.6% | -24.9% |
| YTD | -39.6% | -2.1% | -37.5% | -39.6% |
| 1Y | -36.9% | -7.3% | -29.6% | -36.1% |
| 3Y | -29.7% | -22.6% | -7.1% | -26.0% |
| 5Y | -37.8% | -19.8% | -18.0% | -34.8% |
| All | -37.8% | -20.4% | -17.4% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling