+1,287.0%
WM vs HDB
+4,068.7%
-2,781.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.4% | +0.9% |
| 7D | +4.5% | +13.3% | -8.8% | +1.9% |
| 30D | +16.1% | +10.2% | +5.9% | +13.7% |
| 3M | +8.0% | +3.6% | +4.5% | +7.0% |
| 6M | +8.4% | -0.5% | +8.9% | +7.9% |
| YTD | +11.2% | -32.4% | +43.6% | +19.3% |
| 1Y | +22.3% | -31.1% | +53.4% | +30.6% |
| 3Y | +50.2% | -12.6% | +62.9% | +50.4% |
| 5Y | +63.3% | -25.7% | +88.9% | +66.5% |
| 10Y | +355.0% | +56.5% | +298.5% | +280.6% |
| All | +1,287.0% | +4,068.7% | -2,781.6% | +554.8% |
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