+23.6%
EW vs HDB
-29.3%
+53.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | +4.9% | +4.1% | +0.9% | +4.1% |
| 30D | +24.1% | +13.0% | +11.1% | +20.9% |
| 3M | +13.7% | +11.3% | +2.5% | +11.2% |
| 6M | +32.7% | +6.9% | +25.8% | +30.3% |
| YTD | +24.1% | -29.6% | +53.7% | +27.7% |
| 1Y | +23.6% | -29.5% | +53.2% | +27.0% |
| All | +23.6% | -29.3% | +53.0% | +27.0% |
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