+164.6%
GM vs HDB
-30.2%
+194.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -1.9% |
| 7D | -1.1% | -4.9% | +3.8% | +0.2% |
| 30D | -4.6% | -5.8% | +1.3% | -3.1% |
| 3M | +0.2% | -5.2% | +5.4% | +1.2% |
| 6M | +12.6% | -25.7% | +38.3% | +20.5% |
| YTD | +3.7% | -39.6% | +43.3% | +16.2% |
| 1Y | +45.6% | -36.9% | +82.5% | +61.4% |
| All | +164.6% | -30.2% | +194.8% | +177.7% |
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