-35.4%
GIS vs HDB
-30.2%
-5.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.5% |
| 7D | -8.6% | -4.9% | -3.7% | -8.4% |
| 30D | -0.5% | -5.8% | +5.4% | -0.2% |
| 3M | +11.9% | -5.2% | +17.1% | +12.0% |
| 6M | -11.6% | -25.7% | +14.1% | -10.5% |
| YTD | -16.3% | -39.6% | +23.2% | -14.6% |
| 1Y | -21.8% | -36.9% | +15.2% | -20.2% |
| All | -35.4% | -30.2% | -5.2% | -34.2% |
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 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