+79.0%
ENB vs HDB
-27.8%
+106.8%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.2% |
| 7D | -0.5% | -2.0% | +1.6% | -0.2% |
| 30D | -0.2% | -4.9% | +4.7% | +0.4% |
| 3M | -7.5% | -2.3% | -5.2% | -7.5% |
| 6M | -4.1% | -23.7% | +19.6% | -0.7% |
| YTD | +9.8% | -38.5% | +48.3% | +17.9% |
| 1Y | +8.7% | -36.5% | +45.2% | +15.9% |
| 3Y | +79.0% | -28.5% | +107.4% | +82.9% |
| All | +79.0% | -27.8% | +106.8% | +82.9% |
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