+82.9%
ED vs HDB
-24.7%
+107.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.2% | -2.5% |
| 7D | +1.6% | +13.3% | -11.7% | +0.5% |
| 30D | +13.3% | +13.6% | -0.2% | +12.1% |
| 3M | +9.7% | +5.8% | +3.9% | +9.1% |
| 6M | +12.8% | -1.9% | +14.7% | +12.7% |
| YTD | +22.3% | -31.2% | +53.5% | +26.3% |
| 1Y | +26.3% | -29.6% | +55.9% | +30.1% |
| 3Y | +45.0% | -10.1% | +55.1% | +45.0% |
| All | +82.9% | -24.7% | +107.6% | +87.0% |
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 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