-35.7%
HDB vs ES
-5.6%
-30.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | +0.4% | +0.3% | +0.1% | +0.4% |
| 30D | -2.8% | -2.0% | -0.8% | -2.5% |
| 3M | -3.5% | +1.7% | -5.2% | -3.9% |
| 6M | -24.7% | -3.5% | -21.2% | -24.4% |
| YTD | -36.6% | +7.9% | -44.5% | -37.5% |
| 1Y | -34.4% | +17.2% | -51.5% | -36.4% |
| 3Y | -24.4% | +29.3% | -53.7% | -29.1% |
| All | -35.7% | -5.6% | -30.1% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling