+153.4%
EXE vs HDB
-31.8%
+185.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.8% |
| 7D | +5.3% | +2.7% | +2.6% | +4.9% |
| 30D | -2.2% | +14.1% | -16.3% | -4.3% |
| 3M | -5.9% | +11.8% | -17.7% | -7.7% |
| 6M | -5.7% | +8.2% | -13.9% | -7.4% |
| YTD | -17.8% | -29.3% | +11.5% | -12.5% |
| 1Y | -23.1% | -28.8% | +5.7% | -18.3% |
| 3Y | +21.2% | -7.5% | +28.7% | +19.8% |
| 5Y | +78.8% | -23.1% | +101.9% | +84.8% |
| All | +153.4% | -31.8% | +185.2% | +164.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling