+143.8%
FITB vs HDB
-7.2%
+151.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +1.9% |
| 7D | -1.1% | +13.7% | -14.8% | -4.1% |
| 30D | +7.3% | +15.8% | -8.5% | +3.6% |
| 3M | -4.0% | +9.2% | -13.2% | -6.1% |
| 6M | +11.9% | +3.2% | +8.7% | +10.6% |
| YTD | +19.0% | -29.4% | +48.4% | +27.7% |
| 1Y | +31.0% | -27.9% | +59.0% | +39.9% |
| 3Y | +143.8% | -5.9% | +149.7% | +138.3% |
| All | +143.8% | -7.2% | +151.0% | +138.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling