-10.9%
DOW vs HDB
-15.9%
+5.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | 0.0% |
| 7D | -6.0% | -4.9% | -1.1% | -4.6% |
| 30D | -2.7% | -5.8% | +3.1% | -1.0% |
| 3M | -10.5% | -5.2% | -5.3% | -9.8% |
| 6M | -12.4% | -25.7% | +13.3% | -5.2% |
| YTD | +30.0% | -39.6% | +69.6% | +51.4% |
| 1Y | +27.8% | -36.9% | +64.7% | +46.0% |
| 3Y | -34.9% | -29.7% | -5.2% | -30.2% |
| 5Y | -35.9% | -37.8% | +1.9% | -29.2% |
| All | -10.9% | -15.9% | +5.0% | -16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling