+27.7%
EXC vs HDB
-11.1%
+38.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.7% | -2.1% |
| 7D | -1.2% | +13.3% | -14.5% | -2.1% |
| 30D | +10.0% | +13.6% | -3.6% | +9.0% |
| 3M | +1.6% | +5.8% | -4.1% | +1.2% |
| 6M | +3.3% | -1.9% | +5.2% | +3.2% |
| YTD | +7.6% | -31.2% | +38.8% | +10.9% |
| 1Y | +3.5% | -29.6% | +33.0% | +6.5% |
| 3Y | +27.7% | -10.1% | +37.8% | +28.4% |
| All | +27.7% | -11.1% | +38.8% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling