+37.6%
HDB vs FIVE
+477.5%
-439.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -1.2% |
| 7D | +0.4% | +4.3% | -3.8% | -0.3% |
| 30D | -2.8% | +12.5% | -15.3% | -4.8% |
| 3M | -3.5% | +31.2% | -34.8% | -8.0% |
| 6M | -24.7% | +14.4% | -39.1% | -26.9% |
| YTD | -36.6% | +33.9% | -70.5% | -40.1% |
| 1Y | -34.4% | +65.1% | -99.4% | -40.4% |
| 3Y | -24.4% | +49.0% | -73.4% | -32.6% |
| 5Y | -35.4% | +30.3% | -65.6% | -42.8% |
| All | +37.6% | +477.5% | -439.9% | -1.9% |
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