-32.9%
HDB vs LEN
-21.9%
-11.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +7.1% | -1.5% | +4.0% |
| 7D | +12.9% | +10.5% | +2.4% | +10.4% |
| 30D | +10.0% | +24.6% | -14.6% | +4.7% |
| 3M | +1.8% | +6.6% | -4.8% | -0.1% |
| 6M | -2.1% | +10.6% | -12.7% | -5.0% |
| YTD | -33.4% | -8.3% | -25.1% | -34.4% |
| 1Y | -32.9% | -22.5% | -10.3% | -33.4% |
| All | -32.9% | -21.9% | -11.0% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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