+1,803.7%
ECL vs HDB
+3,812.1%
-2,008.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -2.6% | +0.4% | -3.0% | -2.7% |
| 30D | -2.2% | -2.8% | +0.6% | -1.5% |
| 3M | +10.1% | -3.5% | +13.6% | +10.9% |
| 6M | -5.7% | -24.7% | +19.0% | +1.2% |
| YTD | +7.0% | -36.6% | +43.5% | +20.1% |
| 1Y | +2.7% | -34.4% | +37.0% | +14.0% |
| 3Y | +57.7% | -24.4% | +82.1% | +65.7% |
| 5Y | +31.1% | -35.4% | +66.5% | +42.3% |
| 10Y | +150.9% | +39.5% | +111.3% | +114.8% |
| All | +1,803.7% | +3,812.1% | -2,008.4% | +647.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling