+230.3%
HDB vs FIVE
+822.5%
-592.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | +13.3% | -0.3% | +13.6% | +13.4% |
| 30D | +13.6% | +17.7% | -4.1% | +10.7% |
| 3M | +5.8% | +4.0% | +1.8% | +4.9% |
| 6M | -1.9% | +2.6% | -4.5% | -3.0% |
| YTD | -31.2% | +27.6% | -58.8% | -34.4% |
| 1Y | -29.6% | +59.9% | -89.5% | -35.1% |
| 3Y | -10.1% | +35.8% | -45.9% | -18.3% |
| 5Y | -24.3% | +14.4% | -38.8% | -31.2% |
| 10Y | +59.3% | +576.1% | -516.9% | +7.6% |
| All | +230.3% | +822.5% | -592.2% | +119.0% |
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