+283.4%
GIS vs HDB
+3,812.1%
-3,528.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.0% | -2.4% |
| 7D | -7.8% | +0.4% | -8.3% | -7.9% |
| 30D | +6.6% | -2.8% | +9.4% | +6.9% |
| 3M | +21.0% | -3.5% | +24.5% | +21.2% |
| 6M | -9.1% | -24.7% | +15.6% | -6.6% |
| YTD | -13.6% | -36.6% | +22.9% | -9.7% |
| 1Y | -18.0% | -34.4% | +16.4% | -14.7% |
| 3Y | -33.7% | -24.4% | -9.3% | -32.4% |
| 5Y | -19.4% | -35.4% | +15.9% | -17.3% |
| 10Y | -21.3% | +39.5% | -60.8% | -27.9% |
| All | +283.4% | +3,812.1% | -3,528.7% | +158.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling