+144.5%
EXE vs HDB
-31.8%
+176.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.1% | +1.2% |
| 7D | -3.9% | +13.7% | -17.6% | -5.9% |
| 30D | -2.6% | +15.8% | -18.4% | -4.9% |
| 3M | -6.9% | +9.2% | -16.1% | -8.3% |
| 6M | -9.3% | +3.2% | -12.5% | -10.2% |
| YTD | -20.7% | -29.4% | +8.6% | -15.6% |
| 1Y | -21.8% | -27.9% | +6.1% | -17.1% |
| 3Y | +16.2% | -5.9% | +22.1% | +14.4% |
| 5Y | +61.1% | -23.5% | +84.6% | +66.7% |
| All | +144.5% | -31.8% | +176.3% | +155.2% |
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