+67.3%
F vs HDB
+63.5%
+3.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -3.1% | +2.7% | -5.8% | -4.1% |
| 30D | 0.0% | +14.1% | -14.1% | -5.2% |
| 3M | -13.2% | +11.8% | -25.0% | -17.2% |
| 6M | -10.2% | +8.2% | -18.4% | -13.6% |
| YTD | -4.9% | -29.3% | +24.4% | +7.7% |
| 1Y | -6.1% | -28.8% | +22.7% | +6.0% |
| 3Y | +46.0% | -7.5% | +53.4% | +44.0% |
| 5Y | -15.7% | -23.1% | +7.4% | -11.9% |
| All | +67.3% | +63.5% | +3.8% | +36.8% |
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