+3,769.4%
HDB vs EL
+561.4%
+3,208.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -1.5% |
| 7D | +0.4% | +0.8% | -0.4% | +0.1% |
| 30D | -2.8% | +19.8% | -22.6% | -9.4% |
| 3M | -3.5% | +25.7% | -29.2% | -11.9% |
| 6M | -24.7% | +5.4% | -30.2% | -27.7% |
| YTD | -36.6% | +0.2% | -36.8% | -39.0% |
| 1Y | -34.4% | +20.4% | -54.8% | -41.6% |
| 3Y | -24.4% | -32.1% | +7.7% | -23.4% |
| 5Y | -35.4% | -67.2% | +31.8% | -14.1% |
| 10Y | +39.5% | +31.7% | +7.8% | -8.1% |
| All | +3,769.4% | +561.4% | +3,208.0% | +1,013.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling