+1,056.9%
GPN vs HDB
+3,812.1%
-2,755.3%
-70.2%
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 | +0.8% | +0.4% | +0.4% | +0.7% |
| 30D | +5.8% | -2.8% | +8.6% | +6.6% |
| 3M | +37.0% | -3.5% | +40.5% | +37.8% |
| 6M | +20.1% | -24.7% | +44.9% | +29.5% |
| YTD | +20.4% | -36.6% | +57.0% | +36.2% |
| 1Y | +7.4% | -34.4% | +41.8% | +20.1% |
| 3Y | -26.1% | -24.4% | -1.7% | -22.0% |
| 5Y | -38.5% | -35.4% | -3.2% | -32.8% |
| 10Y | +28.4% | +39.5% | -11.1% | +11.7% |
| All | +1,056.9% | +3,812.1% | -2,755.3% | +377.7% |
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 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