+336.4%
WM vs HDB
+57.5%
+278.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.4% |
| 7D | +1.2% | +13.3% | -12.1% | -1.1% |
| 30D | +13.1% | +13.6% | -0.5% | +10.4% |
| 3M | +3.6% | +5.8% | -2.1% | +2.3% |
| 6M | +8.1% | -1.9% | +10.0% | +7.9% |
| YTD | +8.9% | -31.2% | +40.1% | +16.2% |
| 1Y | +20.3% | -29.6% | +49.9% | +27.8% |
| 3Y | +46.2% | -10.1% | +56.3% | +45.0% |
| 5Y | +59.9% | -24.3% | +84.2% | +62.4% |
| All | +336.4% | +57.5% | +278.9% | +272.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling