+77.8%
ECL vs HDB
-11.1%
+88.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -2.0% |
| 7D | -0.8% | +13.3% | -14.1% | -3.0% |
| 30D | +8.1% | +13.6% | -5.4% | +5.7% |
| 3M | +6.4% | +5.8% | +0.6% | +5.1% |
| 6M | +14.8% | -1.9% | +16.7% | +14.7% |
| YTD | +15.5% | -31.2% | +46.7% | +20.6% |
| 1Y | +20.1% | -29.6% | +49.7% | +25.0% |
| 3Y | +77.8% | -10.1% | +87.8% | +82.3% |
| All | +77.8% | -11.1% | +88.8% | +82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling