+72.2%
F vs HDB
+61.4%
+10.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.2% |
| 7D | -0.2% | +12.7% | -13.0% | -4.9% |
| 30D | +0.9% | +16.6% | -15.7% | -5.2% |
| 3M | -11.3% | +10.8% | -22.1% | -15.1% |
| 6M | +2.0% | +3.8% | -1.8% | -0.3% |
| YTD | -3.2% | -28.9% | +25.7% | +9.5% |
| 1Y | -3.5% | -28.0% | +24.5% | +8.5% |
| 3Y | +48.1% | -7.2% | +55.3% | +45.9% |
| 5Y | -13.5% | -22.2% | +8.7% | -9.9% |
| 10Y | +72.2% | +63.6% | +8.6% | +41.7% |
| All | +72.2% | +61.4% | +10.8% | +41.7% |
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