+204.5%
HDB vs FIVE
+868.1%
-663.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -1.2% |
| 7D | +0.4% | +4.3% | -3.8% | -0.2% |
| 30D | -2.8% | +12.5% | -15.3% | -4.7% |
| 3M | -3.5% | +31.2% | -34.8% | -7.7% |
| 6M | -24.7% | +14.4% | -39.1% | -26.8% |
| YTD | -36.6% | +33.9% | -70.5% | -39.8% |
| 1Y | -34.4% | +65.1% | -99.4% | -40.0% |
| 3Y | -24.4% | +49.0% | -73.4% | -32.3% |
| 5Y | -35.4% | +30.3% | -65.6% | -42.5% |
| 10Y | +39.5% | +481.1% | -441.6% | -4.1% |
| All | +204.5% | +868.1% | -663.6% | +100.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling