-25.3%
HDB vs EL
-66.1%
+40.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.5% | +1.5% |
| 7D | +13.3% | +0.8% | +12.6% | +13.2% |
| 30D | +13.6% | +16.5% | -3.0% | +11.0% |
| 3M | +5.8% | +29.2% | -23.4% | +1.4% |
| 6M | -1.9% | +27.9% | -29.8% | -6.1% |
| YTD | -31.2% | +6.2% | -37.4% | -32.9% |
| 1Y | -29.6% | +27.2% | -56.7% | -33.4% |
| 3Y | -10.1% | +3.2% | -13.3% | -14.7% |
| All | -25.3% | -66.1% | +40.8% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling