+64.9%
HDB vs EXEL
+354.7%
-289.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +6.9% | -2.8% | +9.8% | +7.3% |
| 30D | +15.2% | +18.2% | -3.0% | +12.8% |
| 3M | +11.7% | +37.7% | -26.0% | +7.2% |
| 6M | +7.5% | +42.2% | -34.7% | +2.5% |
| YTD | -28.8% | +61.3% | -90.1% | -33.4% |
| 1Y | -29.1% | +64.5% | -93.6% | -33.8% |
| 3Y | -7.0% | +236.7% | -243.7% | -22.9% |
| 5Y | -22.1% | +296.3% | -318.4% | -37.5% |
| 10Y | +64.9% | +331.1% | -266.2% | +26.7% |
| All | +64.9% | +354.7% | -289.8% | +26.7% |
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