+233.6%
HDB vs ESI
+195.2%
+38.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | +12.7% | -6.6% | +19.3% | +14.0% |
| 30D | +16.6% | -9.8% | +26.4% | +18.5% |
| 3M | +10.8% | -11.9% | +22.7% | +12.7% |
| 6M | +3.8% | -25.1% | +28.9% | +8.2% |
| YTD | -28.9% | +31.9% | -60.8% | -34.3% |
| 1Y | -28.0% | +19.2% | -47.2% | -32.2% |
| 3Y | -7.2% | +76.2% | -83.3% | -21.0% |
| 5Y | -22.2% | +39.4% | -61.6% | -31.5% |
| 10Y | +63.6% | +304.9% | -241.3% | +15.5% |
| All | +233.6% | +195.2% | +38.4% | +153.5% |
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 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