+815.4%
ED vs HDB
+4,142.9%
-3,327.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.2% | -2.6% |
| 7D | +1.6% | +13.3% | -11.7% | 0.0% |
| 30D | +13.3% | +13.6% | -0.2% | +11.4% |
| 3M | +9.7% | +5.8% | +3.9% | +8.8% |
| 6M | +12.8% | -1.9% | +14.7% | +12.7% |
| YTD | +22.3% | -31.2% | +53.5% | +27.8% |
| 1Y | +26.3% | -29.6% | +55.9% | +31.5% |
| 3Y | +45.0% | -10.1% | +55.1% | +44.9% |
| 5Y | +80.2% | -24.3% | +104.5% | +82.5% |
| 10Y | +129.9% | +59.3% | +70.6% | +105.4% |
| All | +815.4% | +4,142.9% | -3,327.5% | +532.8% |
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