-23.4%
HDB vs ES
+6.0%
-29.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.3% |
| 7D | +4.1% | -1.1% | +5.2% | +4.2% |
| 30D | +13.0% | +8.2% | +4.7% | +11.5% |
| 3M | +11.3% | +0.6% | +10.6% | +11.1% |
| 6M | +6.9% | +6.0% | +1.0% | +5.8% |
| YTD | -29.6% | +9.3% | -39.0% | -30.9% |
| 1Y | -29.5% | +1.1% | -30.6% | -29.9% |
| 3Y | -8.1% | +51.9% | -60.0% | -16.7% |
| 5Y | -23.4% | +6.5% | -29.9% | -25.6% |
| All | -23.4% | +6.0% | -29.4% | -25.6% |
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