+81.0%
F vs HDB
+61.5%
+19.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.0% | -0.4% |
| 7D | -0.6% | +13.7% | -14.3% | -5.6% |
| 30D | +2.9% | +15.8% | -13.0% | -3.0% |
| 3M | -9.5% | +9.2% | -18.7% | -12.8% |
| 6M | +4.0% | +3.2% | +0.9% | +2.0% |
| YTD | -1.3% | -29.4% | +28.1% | +11.9% |
| 1Y | -1.9% | -27.9% | +26.0% | +10.1% |
| 3Y | +53.5% | -5.9% | +59.4% | +50.2% |
| 5Y | -15.1% | -23.5% | +8.4% | -11.1% |
| 10Y | +81.0% | +61.3% | +19.7% | +50.7% |
| All | +81.0% | +61.5% | +19.5% | +50.7% |
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