+6.7%
HCA vs HDB
-33.5%
+40.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.9% | -5.5% | 0.0% |
| 7D | +5.4% | +0.7% | +4.7% | +5.2% |
| 30D | +3.0% | +1.0% | +2.0% | +2.8% |
| 3M | +13.0% | -2.0% | +15.0% | +13.4% |
| 6M | -20.3% | -18.1% | -2.2% | -18.7% |
| YTD | -8.2% | -36.1% | +27.9% | -6.7% |
| 1Y | +6.7% | -34.0% | +40.7% | +8.2% |
| All | +6.7% | -33.5% | +40.2% | +8.2% |
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