-33.9%
HDB vs FRSH
-72.0%
+38.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.9% | +1.9% | -2.5% |
| 7D | -2.0% | -10.1% | +8.1% | -1.0% |
| 30D | -4.9% | +2.2% | -7.1% | -5.2% |
| 3M | -2.3% | +28.6% | -30.9% | -5.2% |
| 6M | -23.7% | +40.2% | -63.9% | -26.9% |
| YTD | -38.5% | -1.2% | -37.3% | -39.0% |
| 1Y | -36.5% | -7.9% | -28.5% | -36.6% |
| 3Y | -28.5% | -44.7% | +16.3% | -25.5% |
| All | -33.9% | -72.0% | +38.1% | -35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling