+1,153.4%
WM vs HDB
+3,812.1%
-2,658.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | -2.4% | -2.8% | +0.4% | -1.8% |
| 3M | +0.4% | -3.5% | +4.0% | +0.8% |
| 6M | -9.5% | -24.7% | +15.2% | -4.7% |
| YTD | +0.5% | -36.6% | +37.1% | +9.4% |
| 1Y | -1.1% | -34.4% | +33.3% | +6.8% |
| 3Y | +46.0% | -24.4% | +70.4% | +50.8% |
| 5Y | +51.8% | -35.4% | +87.2% | +59.7% |
| 10Y | +307.5% | +39.5% | +268.0% | +249.6% |
| All | +1,153.4% | +3,812.1% | -2,658.7% | +500.6% |
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