+0.1%
DOW vs HDB
-1.7%
+1.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +5.2% | +2.7% | +2.5% | +4.4% |
| 30D | +13.2% | +14.1% | -1.0% | +8.6% |
| 3M | +10.1% | +11.8% | -1.7% | +5.8% |
| 6M | -13.1% | +8.2% | -21.2% | -16.3% |
| YTD | +46.1% | -29.3% | +75.4% | +61.4% |
| 1Y | +50.0% | -28.8% | +78.8% | +65.1% |
| 3Y | -20.2% | -7.5% | -12.8% | -22.6% |
| 5Y | -27.7% | -23.1% | -4.6% | -26.1% |
| All | +0.1% | -1.7% | +1.7% | -11.1% |
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 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