+64.9%
HDB vs ESI
+323.9%
-259.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -0.8% |
| 7D | +6.9% | +1.8% | +5.1% | +6.3% |
| 30D | +15.2% | -6.6% | +21.8% | +16.6% |
| 3M | +11.7% | -9.4% | +21.1% | +13.4% |
| 6M | +7.5% | -24.1% | +31.6% | +13.1% |
| YTD | -28.8% | +37.1% | -65.9% | -36.9% |
| 1Y | -29.1% | +24.5% | -53.6% | -35.6% |
| 3Y | -7.0% | +83.2% | -90.2% | -26.9% |
| 5Y | -22.1% | +44.0% | -66.0% | -35.4% |
| 10Y | +64.9% | +332.8% | -267.9% | -8.5% |
| All | +64.9% | +323.9% | -259.0% | -8.5% |
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