-23.5%
HDB vs ESI
+42.9%
-66.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.1% | -2.5% | +1.6% |
| 7D | +13.7% | -3.5% | +17.2% | +14.3% |
| 30D | +15.8% | -9.3% | +25.1% | +17.7% |
| 3M | +9.2% | -12.8% | +22.0% | +11.6% |
| 6M | +3.2% | -24.6% | +27.8% | +7.9% |
| YTD | -29.4% | +32.7% | -62.1% | -36.7% |
| 1Y | -27.9% | +20.3% | -48.2% | -33.8% |
| 3Y | -5.9% | +80.2% | -86.1% | -27.5% |
| 5Y | -23.5% | +40.0% | -63.4% | -36.2% |
| All | -23.5% | +42.9% | -66.4% | -36.2% |
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