-35.9%
DOW vs HDB
-37.8%
+1.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.5% | +0.9% |
| 7D | -2.9% | -2.0% | -0.9% | -2.6% |
| 30D | +2.0% | -4.9% | +6.8% | +2.7% |
| 3M | -12.5% | -2.3% | -10.2% | -12.8% |
| 6M | -9.2% | -23.7% | +14.5% | -5.4% |
| YTD | +30.8% | -38.5% | +69.3% | +43.4% |
| 1Y | +29.4% | -36.5% | +65.9% | +40.4% |
| 3Y | -34.6% | -28.5% | -6.1% | -31.9% |
| 5Y | -35.9% | -37.4% | +1.4% | -30.9% |
| All | -35.9% | -37.8% | +1.8% | -30.9% |
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