-10.8%
DOW vs HDB
-11.7%
+0.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | +0.4% | -2.8% | +3.2% | +1.2% |
| 3M | -14.4% | -3.5% | -10.9% | -14.2% |
| 6M | -7.0% | -24.7% | +17.7% | +0.5% |
| YTD | +30.2% | -36.6% | +66.8% | +49.4% |
| 1Y | +29.2% | -34.4% | +63.6% | +45.9% |
| 3Y | -36.7% | -24.4% | -12.3% | -33.8% |
| 5Y | -37.7% | -35.4% | -2.3% | -31.9% |
| All | -10.8% | -11.7% | +0.9% | -17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling