+104.2%
FE vs HDB
+57.5%
+46.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.8% |
| 7D | 0.0% | +13.3% | -13.4% | -2.7% |
| 30D | +5.2% | +13.6% | -8.4% | +2.3% |
| 3M | 0.0% | +5.8% | -5.8% | -1.4% |
| 6M | +5.0% | -1.9% | +7.0% | +4.8% |
| YTD | +7.9% | -31.2% | +39.1% | +16.1% |
| 1Y | +6.3% | -29.6% | +35.9% | +13.8% |
| 3Y | +46.0% | -10.1% | +56.1% | +45.4% |
| 5Y | +45.6% | -24.3% | +70.0% | +48.8% |
| All | +104.2% | +57.5% | +46.7% | +75.7% |
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