+692.6%
IWD vs HDB
+4,291.4%
-3,598.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -0.6% | +6.9% | -7.5% | -2.5% |
| 30D | +3.6% | +15.2% | -11.6% | -0.6% |
| 3M | +2.7% | +11.7% | -9.1% | -0.9% |
| 6M | +13.2% | +7.5% | +5.7% | +10.0% |
| YTD | +26.8% | -28.8% | +55.5% | +37.9% |
| 1Y | +29.3% | -29.1% | +58.4% | +40.8% |
| 3Y | +85.1% | -7.0% | +92.2% | +83.2% |
| 5Y | +74.2% | -22.1% | +96.3% | +78.4% |
| 10Y | +204.6% | +64.9% | +139.7% | +139.6% |
| All | +692.6% | +4,291.4% | -3,598.8% | +209.3% |
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