-2.3%
F vs HDB
-27.5%
+25.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +1.0% | +12.7% | -11.7% | -3.1% |
| 30D | +2.1% | +16.6% | -14.5% | -3.1% |
| 3M | -10.3% | +10.8% | -21.0% | -13.4% |
| 6M | +3.3% | +3.8% | -0.6% | +1.1% |
| YTD | -2.0% | -28.9% | +26.9% | -2.3% |
| 1Y | -2.3% | -28.0% | +25.7% | -3.1% |
| All | -2.3% | -27.5% | +25.2% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling