-36.9%
HDB vs EXEL
+54.7%
-91.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -6.5% |
| 6M | -25.7% | +37.7% | -63.4% | -29.1% |
| YTD | -39.6% | +33.1% | -72.7% | -42.3% |
| 1Y | -36.9% | +52.4% | -89.3% | -39.8% |
| All | -36.9% | +54.7% | -91.6% | -39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling