-33.7%
HDB vs POET
-6.5%
-27.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +4.6% | +2.3% | +6.8% |
| 7D | +0.7% | +0.4% | +0.3% | +0.7% |
| 30D | +1.0% | -10.4% | +11.4% | +1.1% |
| 3M | -2.0% | -29.3% | +27.4% | -1.6% |
| 6M | -18.1% | +6.9% | -25.0% | -19.0% |
| YTD | -36.1% | +25.6% | -61.7% | -37.1% |
| 1Y | -34.0% | +49.2% | -83.2% | -35.4% |
| 3Y | -26.7% | +128.4% | -155.1% | -29.9% |
| All | -33.7% | -6.5% | -27.2% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 5y: compounded portfolio wealth divided by compounded POET 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…
5y analysis · Full analysis span regression · 6 months rolling