+53.2%
ENB vs HDB
-22.5%
+75.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -2.4% | +12.7% | -15.1% | -4.4% |
| 30D | +2.5% | +16.6% | -14.1% | -0.2% |
| 3M | -5.8% | +10.8% | -16.6% | -7.6% |
| 6M | -8.5% | +3.8% | -12.3% | -9.5% |
| YTD | +3.9% | -28.9% | +32.8% | +10.4% |
| 1Y | +3.7% | -28.0% | +31.7% | +9.9% |
| 3Y | +70.1% | -7.2% | +77.2% | +68.4% |
| 5Y | +53.2% | -22.2% | +75.4% | +56.0% |
| All | +53.2% | -22.5% | +75.7% | +56.0% |
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