+18.5%
F vs HDB
+4,068.7%
-4,050.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.7% |
| 7D | +1.4% | +13.3% | -11.9% | -3.2% |
| 30D | +2.0% | +10.2% | -8.1% | -1.6% |
| 3M | -10.4% | +3.6% | -13.9% | -11.7% |
| 6M | +9.7% | -0.5% | +10.2% | +9.2% |
| YTD | -1.2% | -32.4% | +31.2% | +12.9% |
| 1Y | 0.0% | -31.1% | +31.1% | +13.3% |
| 3Y | +41.1% | -12.6% | +53.7% | +43.2% |
| 5Y | -11.4% | -25.7% | +14.2% | -5.5% |
| 10Y | +85.0% | +56.5% | +28.5% | +42.4% |
| All | +18.5% | +4,068.7% | -4,050.2% | -61.9% |
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