+17.6%
F vs HDB
+4,142.9%
-4,125.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.4% |
| 7D | +1.6% | +13.3% | -11.8% | -3.1% |
| 30D | +2.6% | +13.6% | -10.9% | -2.1% |
| 3M | -8.8% | +5.8% | -14.6% | -10.9% |
| 6M | +4.6% | -1.9% | +6.5% | +4.6% |
| YTD | -1.9% | -31.2% | +29.3% | +11.3% |
| 1Y | -0.8% | -29.6% | +28.8% | +11.5% |
| 3Y | +43.5% | -10.1% | +53.6% | +44.1% |
| 5Y | -12.1% | -24.3% | +12.3% | -6.8% |
| 10Y | +83.6% | +59.3% | +24.4% | +40.5% |
| All | +17.6% | +4,142.9% | -4,125.3% | -62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling