+46.0%
F vs HDB
-24.6%
+70.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +5.3% | +0.4% | +4.9% | +5.2% |
| 30D | +4.6% | -2.8% | +7.4% | +5.4% |
| 3M | -3.7% | -3.5% | -0.1% | -3.0% |
| 6M | +16.8% | -24.7% | +41.5% | +24.4% |
| YTD | +15.3% | -36.6% | +51.9% | +27.4% |
| 1Y | +31.0% | -34.4% | +65.4% | +43.4% |
| All | +46.0% | -24.6% | +70.6% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling