+1,313.7%
ALL vs HDB
+4,142.9%
-2,829.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.8% | -6.2% | -5.0% |
| 7D | -1.9% | +13.3% | -15.3% | -5.7% |
| 30D | +13.8% | +13.6% | +0.2% | +9.3% |
| 3M | -7.0% | +5.8% | -12.8% | -8.8% |
| 6M | +18.0% | -1.9% | +19.9% | +17.6% |
| YTD | +24.2% | -31.2% | +55.4% | +37.2% |
| 1Y | +31.2% | -29.6% | +60.7% | +43.8% |
| 3Y | +107.5% | -10.1% | +117.6% | +106.5% |
| 5Y | +144.8% | -24.3% | +169.1% | +151.6% |
| 10Y | +375.8% | +59.3% | +316.5% | +262.9% |
| All | +1,313.7% | +4,142.9% | -2,829.2% | +461.2% |
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