+23.7%
ED vs HDB
-28.3%
+51.9%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -0.9% | +6.9% | -7.9% | -1.2% |
| 30D | +11.2% | +15.2% | -4.1% | +10.5% |
| 3M | +11.8% | +11.7% | +0.1% | +11.1% |
| 6M | +14.1% | +7.5% | +6.6% | +13.5% |
| YTD | +23.0% | -28.8% | +51.8% | +27.6% |
| 1Y | +23.7% | -29.1% | +52.8% | +29.5% |
| All | +23.7% | -28.3% | +51.9% | +29.5% |
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