+81.6%
GM vs HDB
-38.6%
+120.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +3.2% |
| 7D | -1.1% | -6.2% | +5.1% | +1.4% |
| 30D | -3.4% | -6.2% | +2.8% | -1.0% |
| 3M | +8.7% | -5.9% | +14.5% | +10.5% |
| 6M | +15.4% | -25.9% | +41.3% | +28.7% |
| YTD | +6.6% | -40.2% | +46.8% | +29.3% |
| 1Y | +51.5% | -38.0% | +89.5% | +80.5% |
| 3Y | +169.3% | -30.5% | +199.8% | +197.8% |
| 5Y | +81.6% | -38.1% | +119.7% | +91.1% |
| All | +81.6% | -38.6% | +120.2% | +91.1% |
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 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