+106.6%
EXE vs HDB
-35.4%
+142.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | -0.3% | +0.4% | -0.7% | -0.3% |
| 30D | +8.5% | -2.8% | +11.3% | +8.9% |
| 3M | +5.5% | -3.5% | +9.0% | +5.7% |
| 6M | -5.9% | -24.7% | +18.8% | -1.4% |
| YTD | -9.7% | -36.6% | +26.8% | -2.1% |
| 1Y | +3.6% | -34.4% | +37.9% | +11.5% |
| 3Y | +18.0% | -24.4% | +42.4% | +21.5% |
| All | +106.6% | -35.4% | +142.1% | +125.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling