-23.8%
HDB vs FIVE
+50.0%
-73.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -0.7% |
| 7D | +0.4% | +4.3% | -3.8% | +0.2% |
| 30D | -2.8% | +12.5% | -15.3% | -3.6% |
| 3M | -3.5% | +31.2% | -34.8% | -5.3% |
| 6M | -24.7% | +14.4% | -39.1% | -25.5% |
| YTD | -36.6% | +33.9% | -70.5% | -37.9% |
| 1Y | -34.4% | +65.1% | -99.4% | -36.6% |
| All | -23.8% | +50.0% | -73.8% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling