+4,203.1%
ETN vs HDB
+3,694.0%
+509.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.0% | +5.8% | +3.7% |
| 7D | +8.0% | -2.0% | +10.1% | +8.7% |
| 30D | -5.9% | -4.9% | -1.1% | -4.5% |
| 3M | +5.0% | -2.3% | +7.3% | +5.1% |
| 6M | +22.4% | -23.7% | +46.1% | +32.5% |
| YTD | +33.6% | -38.5% | +72.1% | +55.1% |
| 1Y | +22.1% | -36.5% | +58.6% | +39.9% |
| 3Y | +85.6% | -28.5% | +114.0% | +100.5% |
| 5Y | +179.2% | -37.4% | +216.6% | +210.0% |
| 10Y | +687.3% | +34.0% | +653.3% | +547.4% |
| All | +4,203.1% | +3,694.0% | +509.1% | +1,453.6% |
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