+1,446.5%
ETR vs HDB
+4,239.1%
-2,792.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | +1.5% | +4.1% | -2.6% | +0.8% |
| 30D | +6.6% | +13.0% | -6.3% | +4.3% |
| 3M | +4.4% | +11.3% | -6.8% | +2.2% |
| 6M | -0.3% | +6.9% | -7.2% | -1.9% |
| YTD | +23.3% | -29.6% | +53.0% | +30.3% |
| 1Y | +18.9% | -29.5% | +48.4% | +25.5% |
| 3Y | +155.5% | -8.1% | +163.6% | +154.3% |
| 5Y | +159.9% | -23.4% | +183.3% | +164.0% |
| 10Y | +377.6% | +62.9% | +314.7% | +312.7% |
| All | +1,446.5% | +4,239.1% | -2,792.6% | +862.5% |
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 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