-23.9%
DOW vs HDB
-7.2%
-16.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -1.3% |
| 7D | -9.4% | +13.7% | -23.1% | -9.2% |
| 30D | +8.9% | +15.8% | -6.9% | +9.3% |
| 3M | +6.7% | +9.2% | -2.5% | +7.1% |
| 6M | -14.2% | +3.2% | -17.3% | -13.9% |
| YTD | +36.9% | -29.4% | +66.3% | +45.4% |
| 1Y | +45.8% | -27.9% | +73.7% | +54.0% |
| 3Y | -23.9% | -5.9% | -18.0% | -25.5% |
| All | -23.9% | -7.2% | -16.7% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling