+7.8%
D vs HDB
-35.4%
+43.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +1.5% | +0.4% | +1.0% | +1.4% |
| 30D | -2.6% | -2.8% | +0.2% | -2.3% |
| 3M | 0.0% | -3.5% | +3.5% | +0.2% |
| 6M | +7.4% | -24.7% | +32.1% | +10.4% |
| YTD | +15.9% | -36.6% | +52.4% | +21.5% |
| 1Y | +18.1% | -34.4% | +52.5% | +23.4% |
| 3Y | +58.4% | -24.4% | +82.8% | +62.0% |
| All | +7.8% | -35.4% | +43.2% | +12.9% |
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