+5,194.5%
EW vs HDB
+4,142.9%
+1,051.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.0% |
| 7D | +11.0% | +13.3% | -2.3% | +8.4% |
| 30D | +19.1% | +13.6% | +5.5% | +16.2% |
| 3M | +14.4% | +5.8% | +8.6% | +12.9% |
| 6M | +22.8% | -1.9% | +24.7% | +22.7% |
| YTD | +19.8% | -31.2% | +51.0% | +27.8% |
| 1Y | +23.9% | -29.6% | +53.5% | +31.5% |
| 3Y | +52.2% | -10.1% | +62.3% | +52.5% |
| 5Y | -13.9% | -24.3% | +10.4% | -11.6% |
| 10Y | +241.9% | +59.3% | +182.6% | +202.6% |
| All | +5,194.5% | +4,142.9% | +1,051.6% | +2,974.8% |
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