+39.4%
GM vs HDB
-32.8%
+72.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.6% | -0.9% | +3.0% |
| 7D | +12.1% | +12.9% | -0.8% | +8.2% |
| 30D | +15.2% | +10.0% | +5.2% | +12.0% |
| 3M | +4.9% | +1.8% | +3.0% | +4.2% |
| 6M | +22.6% | -2.1% | +24.7% | +22.2% |
| YTD | +14.4% | -33.4% | +47.8% | +19.7% |
| 1Y | +39.4% | -32.9% | +72.3% | +45.0% |
| All | +39.4% | -32.8% | +72.3% | +45.0% |
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