+34.3%
ED vs HDB
-24.9%
+59.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | -0.2% | +0.4% | -0.6% | -0.2% |
| 30D | -0.1% | -2.8% | +2.7% | 0.0% |
| 3M | +3.9% | -3.5% | +7.5% | +4.1% |
| 6M | -3.0% | -24.7% | +21.7% | -1.1% |
| YTD | +10.7% | -36.6% | +47.2% | +14.7% |
| 1Y | +13.3% | -34.4% | +47.7% | +17.1% |
| All | +34.3% | -24.9% | +59.2% | +36.0% |
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