+105.9%
C vs HDB
-24.7%
+130.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.1% |
| 7D | -2.4% | +13.3% | -15.7% | -6.5% |
| 30D | -6.0% | +13.6% | -19.5% | -10.1% |
| 3M | -10.5% | +5.8% | -16.3% | -12.5% |
| 6M | -5.7% | -1.9% | -3.8% | -5.8% |
| YTD | +4.1% | -31.2% | +35.3% | +17.0% |
| 1Y | +20.5% | -29.6% | +50.0% | +34.2% |
| 3Y | +208.1% | -10.1% | +218.2% | +206.6% |
| All | +105.9% | -24.7% | +130.7% | +113.1% |
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