-37.4%
HDB vs EXEL
+195.7%
-233.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.7% |
| 7D | -2.0% | +1.4% | -3.4% | -2.2% |
| 30D | -4.9% | +6.7% | -11.5% | -5.6% |
| 3M | -2.3% | +11.5% | -13.8% | -3.7% |
| 6M | -23.7% | +38.8% | -62.5% | -26.8% |
| YTD | -38.5% | +31.6% | -70.1% | -40.7% |
| 1Y | -36.5% | +53.0% | -89.5% | -39.9% |
| 3Y | -28.5% | +160.8% | -189.3% | -39.3% |
| 5Y | -37.4% | +190.1% | -227.5% | -50.2% |
| All | -37.4% | +195.7% | -233.1% | -50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling