+23.8%
GH vs HDB
-37.8%
+61.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.8% | +1.4% |
| 7D | -2.1% | -2.0% | 0.0% | -1.0% |
| 30D | -4.5% | -4.9% | +0.4% | -2.0% |
| 3M | +28.9% | -2.3% | +31.2% | +29.4% |
| 6M | +76.5% | -23.7% | +100.2% | +102.7% |
| YTD | +57.6% | -38.5% | +96.1% | +104.3% |
| 1Y | +167.5% | -36.5% | +204.0% | +238.0% |
| 3Y | +377.4% | -28.5% | +405.9% | +430.2% |
| 5Y | +23.8% | -37.4% | +61.2% | +24.2% |
| All | +23.8% | -37.8% | +61.6% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling