+285.6%
FITB vs HDB
+32.4%
+253.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.2% |
| 7D | -0.4% | -4.9% | +4.5% | +1.9% |
| 30D | -5.1% | -5.8% | +0.7% | -2.6% |
| 3M | +3.5% | -5.2% | +8.7% | +5.3% |
| 6M | +17.2% | -25.7% | +42.9% | +33.2% |
| YTD | +17.6% | -39.6% | +57.2% | +47.2% |
| 1Y | +23.4% | -36.9% | +60.3% | +50.7% |
| 3Y | +129.7% | -29.7% | +159.5% | +158.0% |
| 5Y | +68.4% | -37.8% | +106.2% | +97.1% |
| 10Y | +285.6% | +33.7% | +251.9% | +215.5% |
| All | +285.6% | +32.4% | +253.2% | +215.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling