+348.6%
FE vs HDB
+4,142.9%
-3,794.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.8% |
| 7D | -1.0% | +13.3% | -14.4% | -3.4% |
| 30D | +4.1% | +13.6% | -9.4% | +1.6% |
| 3M | -1.0% | +5.8% | -6.8% | -2.3% |
| 6M | +4.0% | -1.9% | +5.9% | +3.8% |
| YTD | +6.8% | -31.2% | +38.0% | +13.6% |
| 1Y | +5.3% | -29.6% | +34.8% | +11.5% |
| 3Y | +44.6% | -10.1% | +54.7% | +44.4% |
| 5Y | +44.2% | -24.3% | +68.5% | +46.8% |
| 10Y | +107.3% | +59.3% | +48.0% | +77.8% |
| All | +348.6% | +4,142.9% | -3,794.3% | +168.1% |
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