+33.7%
HDB vs ESI
+308.3%
-274.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.5% |
| 7D | -4.9% | +3.9% | -8.8% | -5.8% |
| 30D | -5.8% | -3.8% | -2.1% | -5.2% |
| 3M | -5.2% | -13.1% | +7.9% | -2.9% |
| 6M | -25.7% | +11.3% | -37.0% | -29.2% |
| YTD | -39.6% | +44.1% | -83.7% | -46.5% |
| 1Y | -36.9% | +40.3% | -77.2% | -44.1% |
| 3Y | -29.7% | +84.1% | -113.8% | -43.9% |
| 5Y | -37.8% | +75.8% | -113.6% | -50.6% |
| 10Y | +33.7% | +320.7% | -287.0% | -20.7% |
| All | +33.7% | +308.3% | -274.6% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling