+3,769.4%
HDB vs EXEL
+223.9%
+3,545.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +0.4% | +8.4% | -7.9% | -0.7% |
| 30D | -2.8% | +4.1% | -6.9% | -3.5% |
| 3M | -3.5% | +12.4% | -16.0% | -5.3% |
| 6M | -24.7% | +41.5% | -66.3% | -28.7% |
| YTD | -36.6% | +34.6% | -71.2% | -39.5% |
| 1Y | -34.4% | +57.9% | -92.2% | -39.1% |
| 3Y | -24.4% | +159.5% | -183.9% | -36.1% |
| 5Y | -35.4% | +198.5% | -233.8% | -47.1% |
| 10Y | +39.5% | +411.4% | -371.8% | -3.3% |
| All | +3,769.4% | +223.9% | +3,545.6% | +1,856.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling