+100.5%
ENB vs HDB
+32.4%
+68.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.2% |
| 7D | -0.3% | -4.9% | +4.6% | +1.0% |
| 30D | -1.1% | -5.8% | +4.8% | +0.5% |
| 3M | -8.5% | -5.2% | -3.3% | -7.6% |
| 6M | -4.5% | -25.7% | +21.2% | +2.7% |
| YTD | +9.1% | -39.6% | +48.7% | +24.3% |
| 1Y | +8.0% | -36.9% | +44.9% | +21.3% |
| 3Y | +77.8% | -29.7% | +107.5% | +90.1% |
| 5Y | +69.4% | -37.8% | +107.1% | +84.9% |
| 10Y | +100.5% | +33.7% | +66.7% | +68.8% |
| All | +100.5% | +32.4% | +68.0% | +68.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling