-0.8%
F vs HDB
-30.1%
+29.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.3% |
| 7D | +1.6% | +13.3% | -11.8% | -2.7% |
| 30D | +2.6% | +13.6% | -10.9% | -1.7% |
| 3M | -8.8% | +5.8% | -14.6% | -10.7% |
| 6M | +4.6% | -1.9% | +6.5% | +4.3% |
| YTD | -1.9% | -31.2% | +29.3% | -1.0% |
| 1Y | -0.8% | -29.6% | +28.8% | -0.2% |
| All | -0.8% | -30.1% | +29.3% | -0.2% |
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