+64.9%
HDB vs EL
+63.7%
+1.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.4% |
| 7D | +6.9% | +0.3% | +6.7% | +6.9% |
| 30D | +15.2% | +12.3% | +2.9% | +12.2% |
| 3M | +11.7% | +28.4% | -16.7% | +5.0% |
| 6M | +7.5% | +36.7% | -29.2% | -1.0% |
| YTD | -28.8% | +8.4% | -37.2% | -31.8% |
| 1Y | -29.1% | +25.4% | -54.5% | -34.6% |
| 3Y | -7.0% | +3.4% | -10.4% | -14.5% |
| 5Y | -22.1% | -64.8% | +42.7% | +1.5% |
| 10Y | +64.9% | +63.0% | +1.9% | +30.7% |
| All | +64.9% | +63.7% | +1.2% | +30.7% |
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