+4,191.8%
HDB vs LEN
+406.5%
+3,785.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.2% |
| 7D | +4.1% | -8.7% | +12.8% | +6.9% |
| 30D | +13.0% | +11.6% | +1.4% | +8.9% |
| 3M | +11.3% | -1.3% | +12.5% | +10.9% |
| 6M | +6.9% | -1.4% | +8.4% | +6.2% |
| YTD | -29.6% | -16.9% | -12.8% | -26.9% |
| 1Y | -29.5% | -31.2% | +1.6% | -22.8% |
| 3Y | -8.1% | -25.6% | +17.5% | -5.2% |
| 5Y | -23.4% | -13.3% | -10.2% | -27.0% |
| 10Y | +62.9% | +138.4% | -75.4% | +1.2% |
| All | +4,191.8% | +406.5% | +3,785.2% | +1,268.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling