+673.5%
IWD vs HDB
+4,142.9%
-3,469.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.1% | -0.9% |
| 7D | -0.5% | +13.3% | -13.8% | -4.0% |
| 30D | +2.7% | +13.6% | -10.9% | -1.1% |
| 3M | +0.9% | +5.8% | -4.9% | -1.0% |
| 6M | +10.5% | -1.9% | +12.5% | +10.3% |
| YTD | +23.7% | -31.2% | +54.9% | +35.9% |
| 1Y | +28.7% | -29.6% | +58.3% | +40.4% |
| 3Y | +79.7% | -10.1% | +89.8% | +79.5% |
| 5Y | +69.7% | -24.3% | +94.0% | +75.2% |
| 10Y | +211.4% | +59.3% | +152.1% | +147.4% |
| All | +673.5% | +4,142.9% | -3,469.4% | +204.8% |
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