+4,191.8%
HDB vs EXEL
+283.3%
+3,908.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | +4.1% | +1.6% | +2.4% | +3.8% |
| 30D | +13.0% | +17.4% | -4.4% | +10.3% |
| 3M | +11.3% | +38.6% | -27.4% | +6.0% |
| 6M | +6.9% | +41.2% | -34.3% | +1.5% |
| YTD | -29.6% | +59.3% | -89.0% | -34.6% |
| 1Y | -29.5% | +60.2% | -89.7% | -34.6% |
| 3Y | -8.1% | +232.6% | -240.7% | -25.0% |
| 5Y | -23.4% | +285.9% | -309.3% | -39.6% |
| 10Y | +62.9% | +325.9% | -262.9% | +17.2% |
| All | +4,191.8% | +283.3% | +3,908.4% | +2,015.6% |
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