+153.2%
ECL vs HDB
+34.0%
+119.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.6% |
| 7D | -0.8% | -2.0% | +1.3% | -0.1% |
| 30D | -2.5% | -4.9% | +2.4% | -0.9% |
| 3M | +8.3% | -2.3% | +10.6% | +8.8% |
| 6M | -1.1% | -23.7% | +22.6% | +7.6% |
| YTD | +6.5% | -38.5% | +45.0% | +24.4% |
| 1Y | +2.1% | -36.5% | +38.5% | +17.7% |
| 3Y | +57.6% | -28.5% | +86.1% | +70.4% |
| 5Y | +28.1% | -37.4% | +65.4% | +42.6% |
| 10Y | +153.2% | +34.0% | +119.2% | +114.6% |
| All | +153.2% | +34.0% | +119.2% | +114.6% |
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