+58.2%
HCA vs HDB
-31.0%
+89.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | 0.0% |
| 7D | +2.9% | -6.2% | +9.1% | +4.0% |
| 30D | +2.4% | -6.2% | +8.6% | +3.4% |
| 3M | +13.0% | -5.9% | +18.9% | +14.1% |
| 6M | -21.4% | -25.9% | +4.5% | -18.3% |
| YTD | -9.5% | -40.2% | +30.8% | -3.6% |
| 1Y | +7.5% | -38.0% | +45.5% | +13.9% |
| All | +58.2% | -31.0% | +89.2% | +62.8% |
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