+325.8%
HWM vs HDB
-11.1%
+336.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.7% | +2.0% |
| 7D | +3.3% | +13.3% | -10.0% | 0.0% |
| 30D | -7.6% | +13.6% | -21.2% | -10.6% |
| 3M | -28.9% | +5.8% | -34.7% | -30.1% |
| 6M | -19.7% | -1.9% | -17.8% | -19.8% |
| YTD | +0.5% | -31.2% | +31.7% | +7.0% |
| 1Y | +0.3% | -29.6% | +29.8% | +6.2% |
| 3Y | +325.8% | -10.1% | +335.9% | +333.2% |
| All | +325.8% | -11.1% | +336.9% | +333.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling