+1,579.2%
HWM vs HDB
+61.5%
+1,517.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.7% | +2.4% | +3.8% |
| 7D | +1.6% | +13.7% | -12.1% | -4.5% |
| 30D | -3.9% | +15.8% | -19.8% | -10.5% |
| 3M | -23.2% | +9.2% | -32.5% | -26.6% |
| 6M | -20.0% | +3.2% | -23.1% | -22.0% |
| YTD | +5.7% | -29.4% | +35.1% | +22.4% |
| 1Y | +4.9% | -27.9% | +32.8% | +20.2% |
| 3Y | +347.0% | -5.9% | +352.9% | +332.0% |
| 5Y | +563.0% | -23.5% | +586.5% | +594.8% |
| 10Y | +1,579.2% | +61.3% | +1,517.8% | +978.9% |
| All | +1,579.2% | +61.5% | +1,517.6% | +978.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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