+1,340.1%
ALL vs HDB
+3,812.1%
-2,472.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | -1.5% | -2.8% | +1.3% | -0.7% |
| 3M | +23.6% | -3.5% | +27.2% | +24.3% |
| 6M | +22.3% | -24.7% | +47.1% | +32.0% |
| YTD | +26.5% | -36.6% | +63.1% | +43.7% |
| 1Y | +27.0% | -34.4% | +61.4% | +42.5% |
| 3Y | +149.6% | -24.4% | +174.0% | +162.3% |
| 5Y | +118.1% | -35.4% | +153.4% | +136.0% |
| 10Y | +369.0% | +39.5% | +329.4% | +273.6% |
| All | +1,340.1% | +3,812.1% | -2,472.0% | +487.6% |
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