+32.4%
HDB vs LEN
+103.6%
-71.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.5% | -0.2% |
| 7D | -6.2% | -7.8% | +1.6% | -4.3% |
| 30D | -6.2% | -11.0% | +4.8% | -3.6% |
| 3M | -5.9% | -12.8% | +6.9% | -3.0% |
| 6M | -25.9% | -20.2% | -5.7% | -22.2% |
| YTD | -40.2% | -23.0% | -17.2% | -37.0% |
| 1Y | -38.0% | -41.8% | +3.8% | -30.4% |
| 3Y | -30.5% | -28.8% | -1.7% | -28.0% |
| 5Y | -38.1% | -12.6% | -25.5% | -41.0% |
| All | +32.4% | +103.6% | -71.2% | -12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling