-30.8%
DOW vs HDB
-23.0%
-7.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -1.7% |
| 7D | -9.4% | +13.7% | -23.1% | -10.8% |
| 30D | +8.9% | +15.8% | -6.9% | +7.0% |
| 3M | +6.7% | +9.2% | -2.5% | +5.5% |
| 6M | -14.2% | +3.2% | -17.3% | -14.8% |
| YTD | +36.9% | -29.4% | +66.3% | +47.0% |
| 1Y | +45.8% | -27.9% | +73.7% | +55.6% |
| 3Y | -23.9% | -5.9% | -18.0% | -25.2% |
| 5Y | -30.8% | -23.5% | -7.3% | -31.0% |
| All | -30.8% | -23.0% | -7.8% | -31.0% |
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