-29.6%
HDB vs ES
+1.8%
-31.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.9% | +4.7% | +2.2% |
| 7D | +13.3% | +1.9% | +11.5% | +13.0% |
| 30D | +13.6% | +7.1% | +6.5% | +12.6% |
| 3M | +5.8% | -1.9% | +7.7% | +5.8% |
| 6M | -1.9% | +4.4% | -6.3% | -2.5% |
| YTD | -31.2% | +7.3% | -38.5% | -32.0% |
| 1Y | -29.6% | +2.1% | -31.7% | -29.9% |
| All | -29.6% | +1.8% | -31.4% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling