+246.5%
GM vs HDB
+190.9%
+55.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.0% |
| 7D | +1.9% | +0.4% | +1.5% | +1.7% |
| 30D | -1.4% | -2.8% | +1.4% | -0.3% |
| 3M | +5.9% | -3.5% | +9.4% | +6.8% |
| 6M | +12.4% | -24.7% | +37.1% | +25.0% |
| YTD | +8.6% | -36.6% | +45.2% | +29.4% |
| 1Y | +52.6% | -34.4% | +87.0% | +78.8% |
| 3Y | +169.7% | -24.4% | +194.0% | +190.2% |
| 5Y | +87.5% | -35.4% | +122.9% | +112.1% |
| 10Y | +233.0% | +39.5% | +193.4% | +160.2% |
| All | +246.5% | +190.9% | +55.6% | +82.3% |
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