+741.5%
HWM vs HDB
-35.4%
+776.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.3% |
| 7D | -2.1% | +0.4% | -2.5% | -2.2% |
| 30D | -11.0% | -2.8% | -8.2% | -10.2% |
| 3M | +4.0% | -3.5% | +7.6% | +4.7% |
| 6M | -0.2% | -24.7% | +24.5% | +8.7% |
| YTD | +26.7% | -36.6% | +63.2% | +45.5% |
| 1Y | +44.7% | -34.4% | +79.1% | +63.9% |
| 3Y | +426.1% | -24.4% | +450.5% | +454.3% |
| All | +741.5% | -35.4% | +776.9% | +796.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling