-3.5%
F vs HDB
-27.5%
+24.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.1% |
| 7D | -0.2% | +12.7% | -13.0% | -4.2% |
| 30D | +0.9% | +16.6% | -15.7% | -4.2% |
| 3M | -11.3% | +10.8% | -22.1% | -14.5% |
| 6M | +2.0% | +3.8% | -1.8% | -0.2% |
| YTD | -3.2% | -28.9% | +25.7% | -3.5% |
| 1Y | -3.5% | -28.0% | +24.5% | -4.3% |
| All | -3.5% | -27.5% | +24.0% | -4.3% |
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