+197.7%
HDB vs ESI
+224.6%
-27.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.4% | -1.0% |
| 7D | +0.4% | +3.3% | -2.9% | -0.2% |
| 30D | -2.8% | -5.9% | +3.1% | -1.8% |
| 3M | -3.5% | -14.1% | +10.6% | -1.4% |
| 6M | -24.7% | +6.6% | -31.3% | -26.7% |
| YTD | -36.6% | +45.0% | -81.6% | -42.1% |
| 1Y | -34.4% | +41.5% | -75.8% | -40.1% |
| 3Y | -24.4% | +78.8% | -103.2% | -35.4% |
| 5Y | -35.4% | +70.9% | -106.2% | -45.0% |
| 10Y | +39.5% | +317.1% | -277.5% | -2.2% |
| All | +197.7% | +224.6% | -27.0% | +123.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling