+19.2%
ECL vs HDB
-28.5%
+47.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -2.3% | +6.9% | -9.2% | -3.9% |
| 30D | +8.3% | +15.2% | -6.9% | +4.5% |
| 3M | +8.4% | +11.7% | -3.3% | +5.3% |
| 6M | +23.3% | +7.5% | +15.7% | +20.2% |
| YTD | +18.2% | -28.8% | +47.0% | +21.4% |
| All | +19.2% | -28.5% | +47.7% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling