+355.1%
FE vs HDB
+4,068.7%
-3,713.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.5% |
| 7D | +0.6% | +13.3% | -12.7% | -1.8% |
| 30D | +6.4% | +10.2% | -3.8% | +4.4% |
| 3M | -0.5% | +3.6% | -4.0% | -1.3% |
| 6M | +4.7% | -0.5% | +5.3% | +4.3% |
| YTD | +8.4% | -32.4% | +40.8% | +15.7% |
| 1Y | +7.2% | -31.1% | +38.3% | +14.0% |
| 3Y | +44.9% | -12.6% | +57.5% | +45.5% |
| 5Y | +46.3% | -25.7% | +72.0% | +49.4% |
| 10Y | +110.3% | +56.5% | +53.8% | +81.0% |
| All | +355.1% | +4,068.7% | -3,713.6% | +172.9% |
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