+63.3%
WM vs HDB
-26.0%
+89.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.4% | +1.0% |
| 7D | +4.5% | +13.3% | -8.8% | +3.4% |
| 30D | +16.1% | +10.2% | +5.9% | +15.1% |
| 3M | +8.0% | +3.6% | +4.5% | +7.6% |
| 6M | +8.4% | -0.5% | +8.9% | +8.2% |
| YTD | +11.2% | -32.4% | +43.6% | +15.2% |
| 1Y | +22.3% | -31.1% | +53.4% | +26.4% |
| 3Y | +50.2% | -12.6% | +62.9% | +49.8% |
| 5Y | +63.3% | -25.7% | +88.9% | +66.7% |
| All | +63.3% | -26.0% | +89.3% | +66.7% |
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