+8.1%
EW vs HDB
-36.7%
+44.8%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.0% | -0.5% | -2.8% |
| 7D | -4.4% | -2.0% | -2.4% | -3.9% |
| 30D | -3.3% | -4.9% | +1.5% | -2.2% |
| 3M | +1.0% | -2.3% | +3.3% | +0.9% |
| 6M | +6.2% | -23.7% | +29.9% | +12.1% |
| YTD | +1.7% | -38.5% | +40.2% | +10.4% |
| 1Y | +8.1% | -36.5% | +44.6% | +16.2% |
| All | +8.1% | -36.7% | +44.8% | +16.2% |
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