+33.7%
HDB vs EL
+28.8%
+4.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.1% |
| 7D | -4.9% | -2.4% | -2.5% | -4.4% |
| 30D | -5.8% | +13.7% | -19.5% | -8.9% |
| 3M | -5.2% | +14.5% | -19.7% | -8.6% |
| 6M | -25.7% | +7.4% | -33.1% | -27.9% |
| YTD | -39.6% | -4.7% | -34.9% | -40.3% |
| 1Y | -36.9% | +12.9% | -49.9% | -40.5% |
| 3Y | -29.7% | -32.2% | +2.5% | -27.1% |
| 5Y | -37.8% | -68.4% | +30.6% | -17.4% |
| 10Y | +33.7% | +28.3% | +5.5% | +12.3% |
| All | +33.7% | +28.8% | +4.9% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling