-52.8%
C vs HDB
+4,291.4%
-4,344.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -0.4% | +6.9% | -7.4% | -4.0% |
| 30D | -5.3% | +15.2% | -20.6% | -12.5% |
| 3M | -8.0% | +11.7% | -19.7% | -14.0% |
| 6M | -0.3% | +7.5% | -7.8% | -5.5% |
| YTD | +8.6% | -28.8% | +37.4% | +27.5% |
| 1Y | +25.8% | -29.1% | +54.9% | +47.8% |
| 3Y | +221.2% | -7.0% | +228.2% | +214.4% |
| 5Y | +113.6% | -22.1% | +135.6% | +122.9% |
| 10Y | +218.3% | +64.9% | +153.4% | +102.6% |
| All | -52.8% | +4,291.4% | -4,344.2% | -90.8% |
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