+438.8%
EXC vs HDB
+4,256.0%
-3,817.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.5% |
| 7D | -1.7% | +13.7% | -15.4% | -4.4% |
| 30D | +9.3% | +15.8% | -6.5% | +5.9% |
| 3M | +1.0% | +9.2% | -8.2% | -1.0% |
| 6M | +5.9% | +3.2% | +2.8% | +4.6% |
| YTD | +7.6% | -29.4% | +37.0% | +14.6% |
| 1Y | +2.4% | -27.9% | +30.3% | +8.5% |
| 3Y | +30.2% | -5.9% | +36.1% | +28.7% |
| 5Y | +41.4% | -23.5% | +64.9% | +43.8% |
| 10Y | +183.8% | +61.3% | +122.4% | +139.6% |
| All | +438.8% | +4,256.0% | -3,817.2% | +221.5% |
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