+557.0%
HDB vs POET
-24.0%
+581.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.0% | +3.9% | -1.0% |
| 7D | -6.2% | +3.7% | -9.9% | -6.3% |
| 30D | -6.2% | -11.5% | +5.3% | -6.0% |
| 3M | -5.9% | -30.8% | +24.9% | -5.4% |
| 6M | -25.9% | +8.6% | -34.5% | -27.1% |
| YTD | -40.2% | +20.1% | -60.3% | -41.4% |
| 1Y | -38.0% | +35.7% | -73.7% | -39.6% |
| 3Y | -30.5% | +116.5% | -147.0% | -34.7% |
| 5Y | -38.1% | -8.4% | -29.7% | -41.4% |
| 10Y | +32.3% | +24.6% | +7.7% | +20.8% |
| All | +557.0% | -24.0% | +581.0% | +531.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling