+37.8%
ECL vs HDB
-24.7%
+62.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -2.2% |
| 7D | -0.8% | +13.3% | -14.1% | -4.3% |
| 30D | +8.1% | +13.6% | -5.4% | +4.1% |
| 3M | +6.4% | +5.8% | +0.6% | +4.3% |
| 6M | +14.8% | -1.9% | +16.7% | +14.6% |
| YTD | +15.5% | -31.2% | +46.7% | +27.6% |
| 1Y | +20.1% | -29.6% | +49.7% | +31.7% |
| 3Y | +77.8% | -10.1% | +87.8% | +75.4% |
| All | +37.8% | -24.7% | +62.5% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling