+3,769.4%
HDB vs WY
+147.0%
+3,622.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.8% |
| 7D | +0.4% | -1.7% | +2.2% | +1.3% |
| 30D | -2.8% | -10.1% | +7.3% | +2.4% |
| 3M | -3.5% | -5.1% | +1.6% | -1.6% |
| 6M | -24.7% | -4.8% | -19.9% | -23.5% |
| YTD | -36.6% | -0.2% | -36.3% | -37.4% |
| 1Y | -34.4% | -6.6% | -27.8% | -33.5% |
| 3Y | -24.4% | -22.7% | -1.7% | -18.6% |
| 5Y | -35.4% | -22.2% | -13.1% | -32.7% |
| 10Y | +39.5% | +7.3% | +32.3% | +5.4% |
| All | +3,769.4% | +147.0% | +3,622.5% | +1,447.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling