+1,035.6%
HD vs HDB
+3,812.1%
-2,776.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.1% |
| 7D | -2.1% | +0.4% | -2.5% | -2.2% |
| 30D | -8.4% | -2.8% | -5.6% | -7.7% |
| 3M | +4.3% | -3.5% | +7.9% | +5.1% |
| 6M | -11.1% | -24.7% | +13.6% | -4.5% |
| YTD | -4.7% | -36.6% | +31.9% | +7.1% |
| 1Y | -19.8% | -34.4% | +14.6% | -10.9% |
| 3Y | +4.1% | -24.4% | +28.5% | +9.6% |
| 5Y | +10.3% | -35.4% | +45.7% | +19.1% |
| 10Y | +203.2% | +39.5% | +163.6% | +151.3% |
| All | +1,035.6% | +3,812.1% | -2,776.5% | +274.0% |
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