+1,447.1%
ETR vs HDB
+4,291.4%
-2,844.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +0.1% | +6.9% | -6.9% | -1.1% |
| 30D | +7.7% | +15.2% | -7.5% | +4.9% |
| 3M | +5.7% | +11.7% | -6.0% | +3.4% |
| 6M | -0.3% | +7.5% | -7.8% | -2.0% |
| YTD | +23.4% | -28.8% | +52.1% | +30.1% |
| 1Y | +18.5% | -29.1% | +47.6% | +25.0% |
| 3Y | +155.6% | -7.0% | +162.6% | +153.9% |
| 5Y | +158.7% | -22.1% | +180.7% | +162.0% |
| 10Y | +377.8% | +64.9% | +312.9% | +312.0% |
| All | +1,447.1% | +4,291.4% | -2,844.3% | +860.8% |
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