+63.6%
HDB vs EL
+60.9%
+2.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.6% |
| 7D | +12.7% | +7.6% | +5.1% | +10.9% |
| 30D | +16.6% | +15.7% | +0.9% | +12.8% |
| 3M | +10.8% | +30.5% | -19.7% | +3.7% |
| 6M | +3.8% | +32.5% | -28.7% | -3.6% |
| YTD | -28.9% | +9.4% | -38.3% | -32.0% |
| 1Y | -28.0% | +28.4% | -56.3% | -33.9% |
| 3Y | -7.2% | +4.4% | -11.6% | -14.8% |
| 5Y | -22.2% | -64.5% | +42.2% | +1.1% |
| 10Y | +63.6% | +64.9% | -1.3% | +29.1% |
| All | +63.6% | +60.9% | +2.7% | +29.1% |
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