+4,236.8%
HDB vs EXEL
+287.4%
+3,949.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.9% |
| 7D | +12.7% | -2.4% | +15.1% | +13.1% |
| 30D | +16.6% | +17.9% | -1.3% | +13.8% |
| 3M | +10.8% | +33.3% | -22.5% | +6.2% |
| 6M | +3.8% | +46.6% | -42.7% | -2.0% |
| YTD | -28.9% | +61.0% | -89.9% | -34.0% |
| 1Y | -28.0% | +70.4% | -98.4% | -33.7% |
| 3Y | -7.2% | +236.1% | -243.3% | -24.3% |
| 5Y | -22.2% | +284.8% | -307.1% | -38.6% |
| 10Y | +63.6% | +348.4% | -284.9% | +16.7% |
| All | +4,236.8% | +287.4% | +3,949.5% | +2,034.6% |
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