-35.7%
HDB vs ESI
+72.3%
-108.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.4% | -1.1% |
| 7D | +0.4% | +3.3% | -2.9% | -0.3% |
| 30D | -2.8% | -5.9% | +3.1% | -1.7% |
| 3M | -3.5% | -14.1% | +10.6% | -1.3% |
| 6M | -24.7% | +6.6% | -31.3% | -27.4% |
| YTD | -36.6% | +45.0% | -81.6% | -43.6% |
| 1Y | -34.4% | +41.5% | -75.8% | -41.6% |
| 3Y | -24.4% | +78.8% | -103.2% | -39.6% |
| All | -35.7% | +72.3% | -108.1% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling