+49.0%
FE vs HDB
-5.9%
+54.9%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | -0.2% |
| 7D | -0.5% | +12.7% | -13.2% | -1.6% |
| 30D | +4.3% | +16.6% | -12.3% | +2.9% |
| 3M | +0.4% | +10.8% | -10.4% | -0.6% |
| 6M | +6.9% | +3.8% | +3.1% | +6.3% |
| YTD | +8.0% | -28.9% | +36.9% | +11.4% |
| 1Y | +4.8% | -28.0% | +32.8% | +8.0% |
| 3Y | +49.0% | -7.2% | +56.1% | +51.2% |
| All | +49.0% | -5.9% | +54.9% | +51.2% |
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 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