+46.1%
FE vs HDB
-22.2%
+68.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -0.4% | +6.9% | -7.3% | -1.2% |
| 30D | +3.6% | +15.2% | -11.6% | +1.9% |
| 3M | +0.3% | +11.7% | -11.4% | -1.1% |
| 6M | +6.4% | +7.5% | -1.1% | +5.2% |
| YTD | +8.1% | -28.8% | +36.9% | +12.4% |
| 1Y | +4.6% | -29.1% | +33.7% | +8.8% |
| 3Y | +49.1% | -7.0% | +56.1% | +48.7% |
| 5Y | +46.1% | -22.1% | +68.2% | +49.6% |
| All | +46.1% | -22.2% | +68.3% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling