+130.7%
C vs HDB
-35.4%
+166.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +3.6% | +0.4% | +3.2% | +3.5% |
| 30D | +0.1% | -2.8% | +2.9% | +1.0% |
| 3M | +2.4% | -3.5% | +6.0% | +3.2% |
| 6M | +24.9% | -24.7% | +49.6% | +36.9% |
| YTD | +19.8% | -36.6% | +56.4% | +39.0% |
| 1Y | +44.9% | -34.4% | +79.2% | +65.8% |
| 3Y | +263.0% | -24.4% | +287.4% | +286.5% |
| All | +130.7% | -35.4% | +166.1% | +160.7% |
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