-34.0%
HDB vs FRSH
-9.2%
-24.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.2% | +6.7% | +6.9% |
| 7D | +0.7% | -6.6% | +7.3% | +0.9% |
| 30D | +1.0% | +2.1% | -1.1% | +0.8% |
| 3M | -2.0% | +29.0% | -30.9% | -3.1% |
| 6M | -18.1% | +48.6% | -66.7% | -19.4% |
| YTD | -36.1% | -2.9% | -33.2% | -36.7% |
| 1Y | -34.0% | -7.9% | -26.1% | -34.3% |
| All | -34.0% | -9.2% | -24.9% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 1y: compounded portfolio wealth divided by compounded FRSH 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…
1y analysis · Full analysis span regression · 6 months rolling