+181.9%
FANG vs HDB
+42.1%
+139.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.9% | -7.1% | -2.3% |
| 7D | +2.9% | +0.7% | +2.2% | +2.5% |
| 30D | +2.6% | +1.0% | +1.6% | +2.1% |
| 3M | +7.6% | -2.0% | +9.5% | +7.4% |
| 6M | +17.3% | -18.1% | +35.4% | +22.9% |
| YTD | +38.7% | -36.1% | +74.8% | +58.1% |
| 1Y | +51.6% | -34.0% | +85.7% | +70.6% |
| 3Y | +50.0% | -26.7% | +76.7% | +58.4% |
| 5Y | +237.6% | -33.9% | +271.4% | +263.5% |
| All | +181.9% | +42.1% | +139.8% | +139.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling