+2,249.5%
ENB vs HDB
+3,812.1%
-1,562.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.8% |
| 7D | -0.2% | +0.4% | -0.7% | -0.3% |
| 30D | -2.2% | -2.8% | +0.6% | -1.7% |
| 3M | -10.5% | -3.5% | -7.0% | -10.1% |
| 6M | -5.1% | -24.7% | +19.6% | +0.2% |
| YTD | +9.0% | -36.6% | +45.5% | +19.1% |
| 1Y | +8.2% | -34.4% | +42.6% | +17.3% |
| 3Y | +67.8% | -24.4% | +92.1% | +74.3% |
| 5Y | +69.4% | -35.4% | +104.7% | +79.6% |
| 10Y | +117.5% | +39.5% | +78.0% | +91.1% |
| All | +2,249.5% | +3,812.1% | -1,562.7% | +1,196.3% |
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