+351.9%
FE vs HDB
+3,812.1%
-3,460.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.5% |
| 7D | +1.9% | +0.4% | +1.5% | +1.9% |
| 30D | -1.2% | -2.8% | +1.6% | -0.7% |
| 3M | +3.5% | -3.5% | +7.0% | +3.9% |
| 6M | -6.1% | -24.7% | +18.7% | -1.5% |
| YTD | +7.6% | -36.6% | +44.2% | +16.4% |
| 1Y | +11.9% | -34.4% | +46.3% | +20.2% |
| 3Y | +48.4% | -24.4% | +72.8% | +53.4% |
| 5Y | +44.8% | -35.4% | +80.1% | +52.1% |
| 10Y | +115.9% | +39.5% | +76.3% | +90.1% |
| All | +351.9% | +3,812.1% | -3,460.2% | +174.7% |
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 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