-32.8%
FPS vs HDB
-25.5%
-7.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.8% | +5.2% | +6.4% |
| 7D | -24.5% | +13.3% | -37.9% | -28.4% |
| 30D | -52.1% | +13.6% | -65.6% | -54.8% |
| 3M | -48.4% | +5.8% | -54.1% | -49.5% |
| 6M | -54.4% | -1.9% | -52.4% | -54.2% |
| All | -32.8% | -25.5% | -7.4% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling