-28.5%
HDB vs ESI
+82.9%
-111.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.1% |
| 7D | -2.0% | +5.4% | -7.4% | -2.7% |
| 30D | -4.9% | -4.2% | -0.7% | -4.4% |
| 3M | -2.3% | -9.6% | +7.3% | -1.6% |
| 6M | -23.7% | +18.3% | -42.0% | -26.7% |
| YTD | -38.5% | +45.8% | -84.3% | -42.8% |
| 1Y | -36.5% | +39.2% | -75.6% | -40.6% |
| 3Y | -28.5% | +86.3% | -114.7% | -39.8% |
| All | -28.5% | +82.9% | -111.4% | -39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling