-31.4%
HDB vs FRSH
-72.5%
+41.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.2% | +6.7% | +6.9% |
| 7D | +0.7% | -6.6% | +7.3% | +1.4% |
| 30D | +1.0% | +2.1% | -1.1% | +0.6% |
| 3M | -2.0% | +29.0% | -30.9% | -4.9% |
| 6M | -18.1% | +48.6% | -66.7% | -22.0% |
| YTD | -36.1% | -2.9% | -33.2% | -36.5% |
| 1Y | -34.0% | -7.9% | -26.1% | -34.2% |
| 3Y | -26.7% | -46.5% | +19.8% | -23.4% |
| All | -31.4% | -72.5% | +41.1% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling