+4,096.6%
HDB vs ES
+729.9%
+3,366.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.9% | +4.7% | +3.1% |
| 7D | +13.3% | +1.9% | +11.5% | +12.3% |
| 30D | +13.6% | +7.1% | +6.5% | +9.9% |
| 3M | +5.8% | -1.9% | +7.7% | +6.5% |
| 6M | -1.9% | +4.4% | -6.3% | -4.4% |
| YTD | -31.2% | +7.3% | -38.5% | -34.2% |
| 1Y | -29.6% | +2.1% | -31.7% | -31.5% |
| 3Y | -10.1% | +41.8% | -51.9% | -28.6% |
| 5Y | -24.3% | +1.4% | -25.8% | -30.5% |
| 10Y | +59.3% | +86.8% | -27.5% | -3.9% |
| All | +4,096.6% | +729.9% | +3,366.7% | +1,081.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling