+4,236.8%
HDB vs EL
+622.3%
+3,614.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.6% |
| 7D | +12.7% | +7.6% | +5.1% | +9.9% |
| 30D | +16.6% | +15.7% | +0.9% | +10.7% |
| 3M | +10.8% | +30.5% | -19.7% | -0.1% |
| 6M | +3.8% | +32.5% | -28.7% | -7.8% |
| YTD | -28.9% | +9.4% | -38.3% | -33.9% |
| 1Y | -28.0% | +28.4% | -56.3% | -37.0% |
| 3Y | -7.2% | +4.4% | -11.6% | -20.2% |
| 5Y | -22.2% | -64.5% | +42.2% | +0.6% |
| 10Y | +63.6% | +64.9% | -1.3% | -2.3% |
| All | +4,236.8% | +622.3% | +3,614.5% | +1,106.2% |
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