+19.4%
ETN vs HDB
-33.5%
+53.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.9% | -2.9% | +2.9% |
| 7D | +3.5% | +0.7% | +2.8% | +3.2% |
| 30D | -7.5% | +1.0% | -8.5% | -7.8% |
| 3M | +8.3% | -2.0% | +10.3% | +7.7% |
| 6M | +20.2% | -18.1% | +38.3% | +22.1% |
| YTD | +34.7% | -36.1% | +70.8% | +36.4% |
| 1Y | +19.4% | -34.0% | +53.5% | +20.5% |
| All | +19.4% | -33.5% | +53.0% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling