+175.7%
ETN vs HDB
-38.6%
+214.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.2% |
| 7D | +3.0% | -6.2% | +9.2% | +4.7% |
| 30D | -10.9% | -6.2% | -4.7% | -9.5% |
| 3M | +9.2% | -5.9% | +15.1% | +10.3% |
| 6M | +13.9% | -25.9% | +39.8% | +22.7% |
| YTD | +29.5% | -40.2% | +69.8% | +48.2% |
| 1Y | +14.2% | -38.0% | +52.2% | +28.9% |
| 3Y | +79.9% | -30.5% | +110.4% | +93.1% |
| 5Y | +175.7% | -38.1% | +213.8% | +196.3% |
| All | +175.7% | -38.6% | +214.3% | +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 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