+1,773.8%
HWM vs HDB
+43.5%
+1,730.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.8% |
| 3M | +4.0% | -3.5% | +7.6% | +5.0% |
| 6M | -0.2% | -24.7% | +24.5% | +12.9% |
| YTD | +26.7% | -36.6% | +63.2% | +54.8% |
| 1Y | +44.7% | -34.4% | +79.1% | +73.2% |
| 3Y | +426.1% | -24.4% | +450.5% | +468.1% |
| 5Y | +738.5% | -35.4% | +773.9% | +857.5% |
| All | +1,773.8% | +43.5% | +1,730.3% | +1,154.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling