+4,211.8%
HDB vs LEN
+406.7%
+3,805.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | +2.7% | -5.8% | +8.5% | +4.5% |
| 30D | +14.1% | +13.7% | +0.4% | +9.4% |
| 3M | +11.8% | -3.9% | +15.7% | +12.4% |
| 6M | +8.2% | -0.4% | +8.5% | +7.0% |
| YTD | -29.3% | -16.8% | -12.5% | -26.6% |
| 1Y | -28.8% | -29.5% | +0.7% | -22.6% |
| 3Y | -7.5% | -25.6% | +18.1% | -4.5% |
| 5Y | -23.1% | -13.2% | -9.8% | -26.7% |
| 10Y | +63.7% | +138.5% | -74.8% | +1.6% |
| All | +4,211.8% | +406.7% | +3,805.1% | +1,274.8% |
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