+33.7%
HDB vs EXEL
+378.5%
-344.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.9% |
| 7D | -4.9% | -0.3% | -4.5% | -4.8% |
| 30D | -5.8% | +10.1% | -16.0% | -7.0% |
| 3M | -5.2% | +10.1% | -15.3% | -6.4% |
| 6M | -25.7% | +37.7% | -63.4% | -28.8% |
| YTD | -39.6% | +33.1% | -72.7% | -41.9% |
| 1Y | -36.9% | +52.4% | -89.3% | -40.5% |
| 3Y | -29.7% | +163.8% | -193.5% | -39.4% |
| 5Y | -37.8% | +198.5% | -236.3% | -47.8% |
| 10Y | +33.7% | +386.9% | -353.2% | +4.7% |
| All | +33.7% | +378.5% | -344.8% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling