+61.3%
HDB vs FIVE
+596.6%
-535.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.6% | -2.9% | +1.8% |
| 7D | +13.7% | +6.2% | +7.5% | +12.6% |
| 30D | +15.8% | +18.2% | -2.3% | +12.7% |
| 3M | +9.2% | +3.8% | +5.4% | +8.3% |
| 6M | +3.2% | +13.7% | -10.6% | +0.3% |
| YTD | -29.4% | +34.7% | -64.1% | -33.4% |
| 1Y | -27.9% | +66.6% | -94.6% | -34.5% |
| 3Y | -5.9% | +44.3% | -50.2% | -15.5% |
| 5Y | -23.5% | +18.8% | -42.3% | -30.9% |
| 10Y | +61.3% | +569.2% | -507.9% | +14.9% |
| All | +61.3% | +596.6% | -535.2% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling