+197.7%
ECL vs HDB
+61.5%
+136.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.6% | +1.1% |
| 7D | -0.5% | +13.7% | -14.2% | -4.8% |
| 30D | +8.8% | +15.8% | -7.0% | +3.5% |
| 3M | +7.8% | +9.2% | -1.4% | +4.3% |
| 6M | +21.3% | +3.2% | +18.2% | +19.0% |
| YTD | +17.8% | -29.4% | +47.2% | +30.9% |
| 1Y | +21.1% | -27.9% | +49.0% | +33.5% |
| 3Y | +80.1% | -5.9% | +86.0% | +76.1% |
| 5Y | +40.5% | -23.5% | +64.0% | +45.7% |
| 10Y | +197.7% | +61.3% | +136.4% | +135.3% |
| All | +197.7% | +61.5% | +136.2% | +135.3% |
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